+317.9%
DRI vs ALLE
+208.6%
+109.4%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.5% | +0.1% | -0.2% |
| 7D | -0.3% | +1.6% | -1.9% | -1.2% |
| 30D | +10.8% | +24.1% | -13.2% | -1.5% |
| 3M | +0.9% | +14.8% | -13.9% | -6.6% |
| 6M | +16.3% | +45.9% | -29.6% | -6.2% |
| YTD | +27.8% | +20.7% | +7.0% | +12.9% |
| 1Y | +33.9% | +14.2% | +19.7% | +22.0% |
| 3Y | +67.2% | +90.7% | -23.5% | +8.2% |
| 5Y | +79.0% | +50.6% | +28.4% | +30.7% |
| All | +317.9% | +208.6% | +109.4% | +125.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLE.
Daily Out/Under-Performance
Portfolio return minus ALLE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLE 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 10y: compounded portfolio wealth divided by compounded ALLE 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…
10y analysis · Full analysis span regression · 6 months rolling