+83.0%
ALB vs DRI
+350.3%
-267.3%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.8% | +4.4% | +3.2% |
| 7D | -4.4% | -1.2% | -3.2% | -4.0% |
| 30D | -1.2% | -0.4% | -0.8% | -1.1% |
| 3M | -13.3% | +9.5% | -22.8% | -16.2% |
| 6M | -19.8% | +6.5% | -26.2% | -22.1% |
| YTD | -7.9% | +18.4% | -26.3% | -14.4% |
| 1Y | +60.2% | +4.2% | +55.9% | +55.4% |
| 3Y | -26.4% | +57.1% | -83.5% | -38.9% |
| 5Y | -42.5% | +70.4% | -113.0% | -53.8% |
| 10Y | +83.0% | +354.0% | -271.0% | +21.2% |
| All | +83.0% | +350.3% | -267.3% | +21.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DRI.
Daily Out/Under-Performance
Portfolio return minus DRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DRI return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded DRI wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling