+359.5%
DRI vs ACGL
+337.7%
+21.8%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.0% | +2.0% | +0.7% |
| 7D | +2.8% | +0.9% | +1.9% | +2.3% |
| 30D | +13.3% | +13.7% | -0.5% | +5.3% |
| 3M | +8.2% | +8.0% | +0.1% | +3.5% |
| 6M | +17.5% | +13.3% | +4.3% | +8.9% |
| YTD | +26.9% | +11.8% | +15.1% | +17.6% |
| 1Y | +31.6% | +22.2% | +9.3% | +15.8% |
| 3Y | +67.0% | +32.5% | +34.5% | +33.7% |
| 5Y | +72.9% | +160.2% | -87.3% | -17.4% |
| All | +359.5% | +337.7% | +21.8% | +53.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ACGL.
Daily Out/Under-Performance
Portfolio return minus ACGL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACGL 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 ACGL 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