+146.3%
DRI vs ABCL
-79.5%
+225.8%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +5.2% | -3.7% | +1.3% |
| 7D | +3.1% | +12.4% | -9.3% | +2.5% |
| 30D | +16.2% | -0.4% | +16.6% | +16.1% |
| 3M | +8.4% | +80.4% | -72.0% | +4.3% |
| 6M | +19.0% | +138.5% | -119.5% | +11.9% |
| YTD | +28.8% | +265.5% | -236.7% | +17.5% |
| 1Y | +33.1% | +219.7% | -186.6% | +22.2% |
| 3Y | +70.8% | +209.4% | -138.6% | +52.4% |
| 5Y | +74.2% | -15.0% | +89.3% | +59.3% |
| All | +146.3% | -79.5% | +225.8% | +133.7% |
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