+130.6%
DRI vs ABCL
-81.3%
+211.8%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -0.2% |
| 3M | +13.0% | +79.4% | -66.4% | +8.6% |
| 6M | +8.3% | +214.9% | -206.6% | +0.3% |
| YTD | +20.6% | +234.2% | -213.6% | +10.8% |
| 1Y | +6.5% | +174.8% | -168.3% | -1.5% |
| 3Y | +53.7% | +104.5% | -50.8% | +40.8% |
| 5Y | +72.7% | -39.0% | +111.7% | +58.4% |
| All | +130.6% | -81.3% | +211.8% | +120.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling