+145.1%
DRI vs ABCL
-79.6%
+224.7%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.3% | -0.2% | -0.5% |
| 7D | +4.2% | +2.3% | +1.9% | +4.1% |
| 30D | +15.7% | -0.7% | +16.4% | +15.5% |
| 3M | +5.8% | +33.4% | -27.6% | +3.7% |
| 6M | +18.4% | +137.8% | -119.4% | +11.4% |
| YTD | +28.2% | +264.3% | -236.1% | +16.9% |
| 1Y | +35.9% | +209.2% | -173.3% | +25.0% |
| 3Y | +67.7% | +208.4% | -140.7% | +49.7% |
| 5Y | +77.9% | -11.9% | +89.8% | +62.8% |
| All | +145.1% | -79.6% | +224.7% | +132.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ABCL.
Daily Out/Under-Performance
Portfolio return minus ABCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ABCL 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 10y: compounded portfolio wealth divided by compounded ABCL 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…
10y analysis · Full analysis span regression · 6 months rolling