+630.1%
DRI vs ALM
+3,507.4%
-2,877.4%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.1% | -3.2% | -1.0% |
| 7D | +2.8% | -6.7% | +9.5% | +2.8% |
| 30D | +13.3% | -32.9% | +46.1% | +13.4% |
| 3M | +8.2% | -39.5% | +47.7% | +8.4% |
| 6M | +17.5% | -62.0% | +79.5% | +17.9% |
| YTD | +26.9% | -7.8% | +34.7% | +26.8% |
| 1Y | +31.6% | +26.7% | +4.9% | +31.3% |
| 3Y | +67.0% | +825.4% | -758.4% | +65.0% |
| 5Y | +72.9% | +401.2% | -328.3% | +71.0% |
| 10Y | +371.3% | +2,074.0% | -1,702.7% | +363.5% |
| All | +630.1% | +3,507.4% | -2,877.4% | +610.1% |
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