+73.3%
DRI vs ALM
+951.0%
-877.7%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.5% | +1.0% | -0.5% |
| 7D | +0.6% | -2.6% | +3.2% | +0.6% |
| 30D | +3.8% | +32.0% | -28.2% | +3.2% |
| 3M | +13.0% | -15.0% | +28.1% | +13.1% |
| 6M | +8.3% | -10.1% | +18.4% | +8.1% |
| YTD | +20.6% | +99.4% | -78.8% | +18.4% |
| 1Y | +6.5% | +316.4% | -309.9% | +3.0% |
| 3Y | +53.7% | +2,022.0% | -1,968.3% | +41.9% |
| All | +73.3% | +951.0% | -877.7% | +61.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling