+638.4%
DRI vs ALM
+3,525.2%
-2,886.8%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.2% | -0.1% | +0.1% |
| 7D | -0.7% | -7.2% | +6.4% | -0.7% |
| 30D | +14.7% | -26.4% | +41.0% | +14.8% |
| 3M | +5.4% | -38.6% | +44.0% | +5.6% |
| 6M | +18.8% | -61.0% | +79.8% | +19.2% |
| YTD | +28.4% | -7.4% | +35.7% | +28.2% |
| 1Y | +37.7% | +14.0% | +23.7% | +37.4% |
| 3Y | +68.0% | +844.4% | -776.5% | +65.9% |
| 5Y | +78.8% | +410.8% | -332.0% | +76.8% |
| 10Y | +334.2% | +2,084.7% | -1,750.6% | +327.0% |
| All | +638.4% | +3,525.2% | -2,886.8% | +618.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling