+67.0%
DRI vs ALC
+2.3%
+64.7%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.1% | +1.1% | -0.6% |
| 7D | +2.8% | +4.9% | -2.1% | +1.8% |
| 30D | +13.3% | +19.0% | -5.7% | +9.3% |
| 3M | +8.2% | +7.8% | +0.4% | +6.4% |
| 6M | +17.5% | +14.6% | +3.0% | +14.1% |
| YTD | +26.9% | -4.4% | +31.4% | +27.2% |
| 1Y | +31.6% | +1.4% | +30.2% | +30.2% |
| 3Y | +67.0% | +2.5% | +64.4% | +66.0% |
| All | +67.0% | +2.3% | +64.7% | +66.0% |
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 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