diff --git a/etc/requirements.txt b/etc/requirements.txt
index 6e672d39..a39eb475 100644
--- a/etc/requirements.txt
+++ b/etc/requirements.txt
@@ -66,4 +66,4 @@ intervaltree==2.1.0
 cachetools==1.1.5
 
 # For financial risk calculations
-empyrical==0.1.9
+empyrical==0.1.10
diff --git a/zipline/finance/risk/cumulative.py b/zipline/finance/risk/cumulative.py
index 20b5e320..6267216f 100644
--- a/zipline/finance/risk/cumulative.py
+++ b/zipline/finance/risk/cumulative.py
@@ -263,7 +263,8 @@ algorithm_returns ({algo_count}) in range {start} : {end} on {dt}"
         )
         self.alpha[dt_loc] = alpha(
             algorithm_returns_series,
-            benchmark_returns_series
+            benchmark_returns_series,
+            _beta=self.beta[dt_loc]
         )
         self.sharpe[dt_loc] = sharpe_ratio(
             algorithm_returns_series,
@@ -275,7 +276,8 @@ algorithm_returns ({algo_count}) in range {start} : {end} on {dt}"
         )
         self.sortino[dt_loc] = sortino_ratio(
             algorithm_returns_series,
-            benchmark_returns_series
+            benchmark_returns_series,
+            _downside_risk=self.downside_risk[dt_loc]
         )
         self.information[dt_loc] = information_ratio(
             algorithm_returns_series,
diff --git a/zipline/finance/risk/period.py b/zipline/finance/risk/period.py
index a308db2a..2c1672e4 100644
--- a/zipline/finance/risk/period.py
+++ b/zipline/finance/risk/period.py
@@ -129,7 +129,8 @@ class RiskMetricsPeriod(object):
         )
         self.sortino = sortino_ratio(
             self.algorithm_returns,
-            self.benchmark_returns
+            self.benchmark_returns,
+            _downside_risk=self.downside_risk
         )
         self.information = information_ratio(
             self.algorithm_returns,
@@ -141,7 +142,8 @@ class RiskMetricsPeriod(object):
         )
         self.alpha = alpha(
             self.algorithm_returns,
-            self.benchmark_returns
+            self.benchmark_returns,
+            _beta=self.beta
         )
         self.excess_return = self.algorithm_period_returns - \
             self.treasury_period_return