+68.7%
DRI vs ACGL
+35.5%
+33.1%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.1% | -0.7% | -0.8% |
| 7D | +3.7% | +6.4% | -2.7% | +2.3% |
| 30D | +13.5% | +16.6% | -3.1% | +9.6% |
| 3M | +10.4% | +11.6% | -1.2% | +7.6% |
| 6M | +19.5% | +17.5% | +2.0% | +15.0% |
| YTD | +28.2% | +15.3% | +12.9% | +23.7% |
| 1Y | +31.0% | +26.3% | +4.7% | +23.8% |
| All | +68.7% | +35.5% | +33.1% | +63.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling