+73.3%
DRI vs ABCL
-41.3%
+114.5%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.2% | +0.7% | -0.5% |
| 7D | +0.6% | +0.7% | -0.1% | +0.5% |
| 30D | +3.8% | +93.1% | -89.2% | -1.4% |
| 3M | +13.0% | +79.4% | -66.4% | +7.3% |
| 6M | +8.3% | +214.9% | -206.6% | -2.2% |
| YTD | +20.6% | +234.2% | -213.6% | +7.8% |
| 1Y | +6.5% | +174.8% | -168.3% | -4.0% |
| 3Y | +53.7% | +104.5% | -50.8% | +37.7% |
| All | +73.3% | -41.3% | +114.5% | +48.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling