+67.0%
DRI vs ALLY
+54.4%
+12.6%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.7% | +0.7% | -0.6% |
| 7D | +2.8% | +0.9% | +1.9% | +2.6% |
| 30D | +13.3% | +3.1% | +10.2% | +12.5% |
| 3M | +8.2% | -12.6% | +20.7% | +11.4% |
| 6M | +17.5% | -12.4% | +30.0% | +20.7% |
| YTD | +26.9% | -13.2% | +40.1% | +30.3% |
| 1Y | +31.6% | +1.8% | +29.7% | +30.0% |
| 3Y | +67.0% | +58.0% | +9.0% | +53.8% |
| All | +67.0% | +54.4% | +12.6% | +53.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling