+73.3%
DRI vs ALLE
+13.7%
+59.5%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.0% | -1.5% | -0.9% |
| 7D | +0.6% | -0.2% | +0.8% | +0.6% |
| 30D | +3.8% | -6.8% | +10.6% | +6.2% |
| 3M | +13.0% | +21.0% | -8.0% | +5.5% |
| 6M | +8.3% | +1.1% | +7.2% | +7.3% |
| YTD | +20.6% | -0.5% | +21.2% | +19.4% |
| 1Y | +6.5% | -7.3% | +13.7% | +7.9% |
| 3Y | +53.7% | +42.3% | +11.5% | +29.5% |
| All | +73.3% | +13.7% | +59.5% | +60.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling