+123.7%
DRI vs ALC
+21.6%
+102.1%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.0% | +0.1% | -0.9% |
| 7D | -1.2% | -3.7% | +2.4% | +0.6% |
| 30D | -0.4% | -3.7% | +3.4% | +1.3% |
| 3M | +9.5% | +4.6% | +5.0% | +6.7% |
| 6M | +6.5% | -14.6% | +21.1% | +13.6% |
| YTD | +18.4% | -11.9% | +30.3% | +23.8% |
| 1Y | +4.2% | -13.1% | +17.4% | +9.4% |
| 3Y | +57.1% | -15.0% | +72.1% | +59.2% |
| 5Y | +70.4% | -16.2% | +86.6% | +70.0% |
| All | +123.7% | +21.6% | +102.1% | +38.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC 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 ALC 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