+573.4%
DRI vs ALLE
+260.9%
+312.5%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.0% | -1.5% | -1.0% |
| 7D | +0.6% | -0.2% | +0.8% | +0.7% |
| 30D | +3.8% | -6.8% | +10.6% | +7.4% |
| 3M | +13.0% | +21.0% | -8.0% | +2.0% |
| 6M | +8.3% | +1.1% | +7.2% | +6.6% |
| YTD | +20.6% | -0.5% | +21.2% | +18.8% |
| 1Y | +6.5% | -7.3% | +13.7% | +8.4% |
| 3Y | +53.7% | +42.3% | +11.5% | +20.8% |
| 5Y | +72.7% | +13.5% | +59.2% | +50.3% |
| 10Y | +363.2% | +144.0% | +219.1% | +187.6% |
| All | +573.4% | +260.9% | +312.5% | +268.4% |
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