+6,375.5%
DRI vs ACGL
+5,005.0%
+1,370.6%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.1% | -0.7% | -0.8% |
| 7D | +3.7% | +6.4% | -2.7% | +1.8% |
| 30D | +13.5% | +16.6% | -3.1% | +8.4% |
| 3M | +10.4% | +11.6% | -1.2% | +6.8% |
| 6M | +19.5% | +17.5% | +2.0% | +13.6% |
| YTD | +28.2% | +15.3% | +12.9% | +22.2% |
| 1Y | +31.0% | +26.3% | +4.7% | +21.5% |
| 3Y | +67.1% | +35.9% | +31.2% | +49.3% |
| 5Y | +74.7% | +168.2% | -93.5% | +25.1% |
| 10Y | +376.2% | +352.0% | +24.2% | +202.2% |
| All | +6,375.5% | +5,005.0% | +1,370.6% | +3,221.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling