+38.6%
ALB vs DRI
+331.7%
-293.1%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.4% | -1.8% | -1.5% |
| 7D | -5.8% | +1.1% | -6.8% | -6.1% |
| 30D | -4.5% | +9.7% | -14.2% | -7.6% |
| 3M | -28.1% | +3.2% | -31.3% | -29.0% |
| 6M | -53.2% | +20.6% | -73.7% | -56.4% |
| YTD | -33.3% | +28.3% | -61.6% | -39.9% |
| 1Y | -17.4% | +34.5% | -52.0% | -26.8% |
| 3Y | -14.1% | +66.5% | -80.7% | -30.3% |
| 5Y | -64.0% | +79.6% | -143.7% | -71.7% |
| All | +38.6% | +331.7% | -293.1% | -6.6% |
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