-3.2%
ALB vs DRI
+32.5%
-35.7%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.5% | -1.6% | -0.3% |
| 7D | +9.5% | +3.1% | +6.3% | +9.0% |
| 30D | -2.1% | +16.2% | -18.4% | -3.8% |
| 3M | -24.1% | +8.4% | -32.5% | -24.7% |
| 6M | -51.0% | +19.0% | -70.0% | -51.4% |
| YTD | -29.3% | +28.8% | -58.2% | -37.6% |
| All | -3.2% | +32.5% | -35.7% | -19.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling