+34.5%
DRI vs ALK
-10.2%
+44.8%
-15.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.5% | +1.8% | +0.6% |
| 7D | +1.1% | -1.2% | +2.2% | +1.2% |
| 30D | +9.7% | +7.7% | +2.0% | +8.1% |
| 3M | +3.2% | -19.0% | +22.2% | +6.4% |
| 6M | +20.6% | -0.2% | +20.8% | +18.5% |
| YTD | +28.3% | -23.5% | +51.7% | +32.3% |
| 1Y | +34.5% | -9.1% | +43.7% | +31.6% |
| All | +34.5% | -10.2% | +44.8% | +31.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ALK.
Daily Out/Under-Performance
Portfolio return minus ALK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALK 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 1y: compounded portfolio wealth divided by compounded ALK 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…
1y analysis · Full analysis span regression · 6 months rolling