+73.3%
DRI vs ALC
-16.0%
+89.2%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.2% | +1.7% | +0.1% |
| 7D | +0.6% | -2.1% | +2.7% | +1.2% |
| 30D | +3.8% | -0.1% | +3.9% | +3.8% |
| 3M | +13.0% | +5.9% | +7.1% | +11.0% |
| 6M | +8.3% | -15.9% | +24.2% | +13.2% |
| YTD | +20.6% | -10.1% | +30.7% | +23.3% |
| 1Y | +6.5% | -10.2% | +16.7% | +8.6% |
| 3Y | +53.7% | -13.6% | +67.3% | +55.6% |
| All | +73.3% | -16.0% | +89.2% | +78.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling