+608.5%
DRI vs ALLE
+327.3%
+281.2%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.9% | -0.1% | -0.6% |
| 7D | +2.8% | -0.6% | +3.4% | +3.1% |
| 30D | +13.3% | +25.3% | -12.1% | +1.0% |
| 3M | +8.2% | +10.3% | -2.1% | +2.6% |
| 6M | +17.5% | +38.0% | -20.5% | -1.0% |
| YTD | +26.9% | +17.8% | +9.1% | +14.5% |
| 1Y | +31.6% | +13.6% | +18.0% | +21.0% |
| 3Y | +67.0% | +89.2% | -22.2% | +12.9% |
| 5Y | +72.9% | +51.1% | +21.8% | +29.0% |
| 10Y | +371.3% | +228.1% | +143.2% | +158.4% |
| All | +608.5% | +327.3% | +281.2% | +255.2% |
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