-43.9%
ALB vs DRI
+72.9%
-116.8%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.5% | -3.9% | -4.2% |
| 7D | -8.1% | +0.6% | -8.6% | -8.3% |
| 30D | +6.3% | +3.8% | +2.4% | +4.3% |
| 3M | -23.6% | +13.0% | -36.6% | -28.2% |
| 6M | -24.6% | +8.3% | -32.9% | -28.3% |
| YTD | -10.3% | +20.6% | -30.9% | -20.3% |
| 1Y | +61.5% | +6.5% | +55.0% | +52.8% |
| 3Y | -34.0% | +53.7% | -87.7% | -50.8% |
| All | -43.9% | +72.9% | -116.8% | -61.8% |
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