+2,293.3%
ALB vs DRI
+8,100.2%
-5,806.9%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.5% | -1.6% | -0.6% |
| 7D | +9.5% | +3.1% | +6.3% | +8.4% |
| 30D | -2.1% | +16.2% | -18.4% | -6.7% |
| 3M | -24.1% | +8.4% | -32.5% | -26.3% |
| 6M | -51.0% | +19.0% | -70.0% | -53.9% |
| YTD | -29.3% | +28.8% | -58.2% | -35.6% |
| 1Y | +3.2% | +33.1% | -30.0% | -7.1% |
| 3Y | -9.3% | +70.8% | -80.1% | -25.2% |
| 5Y | -61.6% | +74.2% | -135.9% | -68.5% |
| 10Y | +40.8% | +345.5% | -304.7% | -19.2% |
| All | +2,293.3% | +8,100.2% | -5,806.9% | +611.4% |
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