+354.0%
DRI vs ALM
+3,219.4%
-2,865.4%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +8.8% | -10.6% | -2.2% |
| 7D | -1.2% | +8.4% | -9.6% | -1.6% |
| 30D | -0.4% | +34.8% | -35.2% | -1.8% |
| 3M | +9.5% | +16.2% | -6.7% | +8.3% |
| 6M | +6.5% | +2.1% | +4.3% | +5.2% |
| YTD | +18.4% | +117.0% | -98.6% | +12.5% |
| 1Y | +4.2% | +313.9% | -309.6% | -4.6% |
| 3Y | +57.1% | +2,327.9% | -2,270.9% | +25.4% |
| 5Y | +70.4% | +1,040.6% | -970.2% | +39.9% |
| 10Y | +354.0% | +3,219.4% | -2,865.4% | +248.6% |
| All | +354.0% | +3,219.4% | -2,865.4% | +248.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 ALM 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