+82.8%
DRI vs ALM
+410.2%
-327.5%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +7.7% | -7.4% | +0.2% |
| 7D | +1.1% | +1.2% | -0.2% | +1.0% |
| 30D | +9.7% | -19.3% | +29.0% | +10.1% |
| 3M | +3.2% | -40.6% | +43.8% | +3.9% |
| 6M | +20.6% | -57.9% | +78.5% | +22.0% |
| YTD | +28.3% | -6.7% | +34.9% | +27.4% |
| 1Y | +34.5% | +20.2% | +14.4% | +32.9% |
| 3Y | +66.5% | +879.4% | -812.9% | +55.1% |
| All | +82.8% | +410.2% | -327.5% | +74.0% |
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