+650.5%
DRI vs ALLY
+101.5%
+549.0%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.3% | +0.5% | -0.2% |
| 7D | +3.7% | -1.1% | +4.9% | +4.2% |
| 30D | +13.5% | +4.2% | +9.3% | +11.4% |
| 3M | +10.4% | -12.4% | +22.8% | +16.8% |
| 6M | +19.5% | -8.7% | +28.2% | +23.4% |
| YTD | +28.2% | -11.6% | +39.9% | +33.3% |
| 1Y | +31.0% | +0.2% | +30.8% | +28.4% |
| 3Y | +67.1% | +57.1% | +10.0% | +24.3% |
| 5Y | +74.7% | -6.8% | +81.5% | +59.5% |
| 10Y | +376.2% | +200.4% | +175.8% | +132.1% |
| All | +650.5% | +101.5% | +549.0% | +283.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling