+58.7%
DRI vs ALC
-13.3%
+72.0%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.2% | +1.7% | -0.1% |
| 7D | +0.6% | -2.1% | +2.7% | +1.0% |
| 30D | +3.8% | -0.1% | +3.9% | +3.8% |
| 3M | +13.0% | +5.9% | +7.1% | +11.5% |
| 6M | +8.3% | -15.9% | +24.2% | +11.9% |
| YTD | +20.6% | -10.1% | +30.7% | +22.6% |
| 1Y | +6.5% | -10.2% | +16.7% | +8.1% |
| All | +58.7% | -13.3% | +72.0% | +64.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling