-63.4%
ALB vs DRI
+78.6%
-142.0%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.4% | -1.8% | -1.6% |
| 7D | -5.8% | +1.1% | -6.8% | -6.2% |
| 30D | -4.5% | +9.7% | -14.2% | -8.7% |
| 3M | -28.1% | +3.2% | -31.3% | -29.4% |
| 6M | -53.2% | +20.6% | -73.7% | -57.6% |
| YTD | -33.3% | +28.3% | -61.6% | -42.8% |
| 1Y | -17.4% | +34.5% | -52.0% | -31.1% |
| 3Y | -14.1% | +66.5% | -80.7% | -39.5% |
| All | -63.4% | +78.6% | -142.0% | -75.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling