+593.9%
DRI vs ALM
+7,705.7%
-7,111.9%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +3.7% |
| 3M | +13.0% | -15.0% | +28.1% | +13.0% |
| 6M | +8.3% | -10.1% | +18.4% | +8.3% |
| YTD | +20.6% | +99.4% | -78.8% | +20.2% |
| 1Y | +6.5% | +316.4% | -309.9% | +5.7% |
| 3Y | +53.7% | +2,022.0% | -1,968.3% | +51.4% |
| 5Y | +72.7% | +941.2% | -868.5% | +70.3% |
| 10Y | +363.2% | +2,950.3% | -2,587.2% | +354.4% |
| All | +593.9% | +7,705.7% | -7,111.9% | +573.1% |
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