+142.6%
DRI vs ABCL
-80.5%
+223.1%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +6.7% | -7.8% | -1.3% |
| 7D | +2.8% | -3.2% | +6.0% | +2.9% |
| 30D | +13.3% | -7.4% | +20.7% | +13.5% |
| 3M | +8.2% | +81.9% | -73.8% | +4.0% |
| 6M | +17.5% | +135.7% | -118.2% | +10.5% |
| YTD | +26.9% | +247.4% | -220.5% | +16.0% |
| 1Y | +31.6% | +162.3% | -130.7% | +22.1% |
| 3Y | +67.0% | +165.5% | -98.5% | +50.3% |
| 5Y | +72.9% | -21.3% | +94.2% | +58.3% |
| All | +142.6% | -80.5% | +223.1% | +130.8% |
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