+68.7%
DRI vs ABCL
+139.9%
-71.2%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -9.4% | +8.5% | -0.5% |
| 7D | +3.7% | -14.9% | +18.6% | +4.2% |
| 30D | +13.5% | -15.4% | +28.8% | +14.0% |
| 3M | +10.4% | +88.0% | -77.6% | +6.7% |
| 6M | +19.5% | +138.8% | -119.4% | +13.3% |
| YTD | +28.2% | +225.4% | -197.2% | +18.9% |
| 1Y | +31.0% | +137.3% | -106.3% | +23.3% |
| All | +68.7% | +139.9% | -71.2% | +53.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling