+67.0%
DRI vs ALLE
+88.9%
-21.9%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.9% | -0.1% | -0.8% |
| 7D | +2.8% | -0.6% | +3.4% | +3.0% |
| 30D | +13.3% | +25.3% | -12.1% | +7.3% |
| 3M | +8.2% | +10.3% | -2.1% | +5.5% |
| 6M | +17.5% | +38.0% | -20.5% | +8.5% |
| YTD | +26.9% | +17.8% | +9.1% | +20.5% |
| 1Y | +31.6% | +13.6% | +18.0% | +26.1% |
| 3Y | +67.0% | +89.2% | -22.2% | +41.9% |
| All | +67.0% | +88.9% | -21.9% | +41.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling