+359.5%
DRI vs ALLY
+189.4%
+170.2%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.7% | +0.7% | -0.2% |
| 7D | +2.8% | +0.9% | +1.9% | +2.4% |
| 30D | +13.3% | +3.1% | +10.2% | +11.5% |
| 3M | +8.2% | -12.6% | +20.7% | +15.1% |
| 6M | +17.5% | -12.4% | +30.0% | +24.2% |
| YTD | +26.9% | -13.2% | +40.1% | +33.4% |
| 1Y | +31.6% | +1.8% | +29.7% | +27.5% |
| 3Y | +67.0% | +58.0% | +9.0% | +19.5% |
| 5Y | +72.9% | -8.4% | +81.3% | +57.8% |
| All | +359.5% | +189.4% | +170.2% | +85.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLY.
Daily Out/Under-Performance
Portfolio return minus ALLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLY 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 10y: compounded portfolio wealth divided by compounded ALLY 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…
10y analysis · Full analysis span regression · 6 months rolling