+127.8%
DRI vs ALC
+24.0%
+103.8%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.2% | +1.7% | +0.5% |
| 7D | +0.6% | -2.1% | +2.7% | +1.6% |
| 30D | +3.8% | -0.1% | +3.9% | +3.7% |
| 3M | +13.0% | +5.9% | +7.1% | +9.4% |
| 6M | +8.3% | -15.9% | +24.2% | +16.6% |
| YTD | +20.6% | -10.1% | +30.7% | +24.9% |
| 1Y | +6.5% | -10.2% | +16.7% | +9.9% |
| 3Y | +53.7% | -13.6% | +67.3% | +54.6% |
| 5Y | +72.7% | -15.1% | +87.8% | +71.6% |
| All | +127.8% | +24.0% | +103.8% | +39.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling