+73.3%
DRI vs ALK
-25.3%
+98.5%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.5% | -2.1% | -0.9% |
| 7D | +0.6% | -0.7% | +1.2% | +0.7% |
| 30D | +3.8% | -19.2% | +23.1% | +9.7% |
| 3M | +13.0% | -1.5% | +14.5% | +12.2% |
| 6M | +8.3% | -13.1% | +21.4% | +10.2% |
| YTD | +20.6% | -16.4% | +37.0% | +23.5% |
| 1Y | +6.5% | -33.1% | +39.5% | +15.8% |
| 3Y | +53.7% | +0.6% | +53.1% | +37.0% |
| All | +73.3% | -25.3% | +98.5% | +73.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling