+615.8%
DRI vs ALLE
+331.3%
+284.4%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.9% | +2.0% | +0.6% |
| 7D | +3.7% | 0.0% | +3.7% | +3.7% |
| 30D | +13.5% | +20.6% | -7.1% | +3.1% |
| 3M | +10.4% | +11.4% | -1.0% | +4.1% |
| 6M | +19.5% | +42.5% | -23.1% | -1.0% |
| YTD | +28.2% | +18.9% | +9.3% | +15.2% |
| 1Y | +31.0% | +14.2% | +16.8% | +20.2% |
| 3Y | +67.1% | +90.7% | -23.6% | +12.5% |
| 5Y | +74.7% | +52.5% | +22.2% | +29.7% |
| 10Y | +376.2% | +231.2% | +144.9% | +159.9% |
| All | +615.8% | +331.3% | +284.4% | +257.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling