+354.0%
DRI vs CRL
+241.6%
+112.4%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.7% | +0.9% | -1.0% |
| 7D | -1.2% | -0.6% | -0.7% | -1.1% |
| 30D | -0.4% | +5.0% | -5.4% | -1.9% |
| 3M | +9.5% | +50.6% | -41.1% | -4.5% |
| 6M | +6.5% | +60.9% | -54.5% | -10.4% |
| YTD | +18.4% | +40.7% | -22.3% | +3.4% |
| 1Y | +4.2% | +73.3% | -69.1% | -16.2% |
| 3Y | +57.1% | +40.6% | +16.5% | +26.2% |
| 5Y | +70.4% | -37.0% | +107.4% | +93.0% |
| 10Y | +354.0% | +244.3% | +109.8% | +109.4% |
| All | +354.0% | +241.6% | +112.4% | +109.4% |
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