+345.5%
DRI vs CRL
+400.8%
-55.3%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +4.7% | -3.2% | +0.1% |
| 7D | +3.1% | +4.4% | -1.3% | +1.4% |
| 30D | +16.2% | +17.1% | -0.8% | +9.8% |
| 3M | +8.4% | +32.1% | -23.7% | -1.9% |
| 6M | +19.0% | +98.9% | -79.9% | -6.5% |
| YTD | +28.8% | +77.1% | -48.3% | +3.4% |
| 1Y | +33.1% | +110.3% | -77.1% | +0.6% |
| 3Y | +70.8% | +108.5% | -37.7% | +17.8% |
| 5Y | +74.2% | -7.9% | +82.1% | +68.8% |
| 10Y | +345.5% | +368.9% | -23.4% | +96.7% |
| All | +345.5% | +400.8% | -55.3% | +96.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CRL.
Daily Out/Under-Performance
Portfolio return minus CRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRL 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 10y: compounded portfolio wealth divided by compounded CRL 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…
10y analysis · Full analysis span regression · 6 months rolling