+606.0%
DRI vs ALLY
+124.8%
+481.2%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.3% | -0.9% | -0.7% |
| 7D | +0.6% | +3.7% | -3.1% | -1.0% |
| 30D | +3.8% | -2.3% | +6.1% | +4.8% |
| 3M | +13.0% | +3.8% | +9.2% | +10.7% |
| 6M | +8.3% | +9.7% | -1.4% | +2.8% |
| YTD | +20.6% | -1.4% | +22.0% | +19.6% |
| 1Y | +6.5% | +8.2% | -1.8% | +0.5% |
| 3Y | +53.7% | +66.5% | -12.8% | +11.4% |
| 5Y | +72.7% | +1.2% | +71.5% | +51.8% |
| 10Y | +363.2% | +191.4% | +171.7% | +119.8% |
| All | +606.0% | +124.8% | +481.2% | +244.0% |
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