+2,296.4%
ALB vs DRI
+7,978.2%
-5,681.7%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.0% | +1.9% | +1.2% |
| 7D | +9.1% | +2.8% | +6.3% | +8.1% |
| 30D | -3.4% | +13.3% | -16.7% | -7.2% |
| 3M | -20.6% | +8.2% | -28.8% | -22.7% |
| 6M | -48.2% | +17.5% | -65.7% | -51.0% |
| YTD | -29.2% | +26.9% | -56.1% | -35.3% |
| 1Y | +10.0% | +31.6% | -21.6% | -0.5% |
| 3Y | -12.9% | +67.0% | -79.9% | -27.6% |
| 5Y | -61.3% | +72.9% | -134.2% | -68.2% |
| 10Y | +35.8% | +371.3% | -335.5% | -23.4% |
| All | +2,296.4% | +7,978.2% | -5,681.7% | +615.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling