+144.3%
DRI vs ABCL
-81.0%
+225.2%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.8% | +2.3% | -0.3% |
| 7D | -0.3% | +4.4% | -4.7% | -0.6% |
| 30D | +10.8% | -7.9% | +18.7% | +11.1% |
| 3M | +0.9% | +12.2% | -11.3% | -0.2% |
| 6M | +16.3% | +134.7% | -118.4% | +9.4% |
| YTD | +27.8% | +239.8% | -212.0% | +16.9% |
| 1Y | +33.9% | +192.7% | -158.8% | +23.4% |
| 3Y | +67.2% | +187.6% | -120.4% | +49.7% |
| 5Y | +79.0% | -22.6% | +101.6% | +64.1% |
| All | +144.3% | -81.0% | +225.2% | +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