+33.9%
DRI vs CRL
+97.0%
-63.1%
-15.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.5% | +0.1% | -0.4% |
| 7D | -0.3% | +8.9% | -9.2% | -0.6% |
| 30D | +10.8% | +14.0% | -3.1% | +9.7% |
| 3M | +0.9% | +19.8% | -18.9% | -0.6% |
| 6M | +16.3% | +102.0% | -85.7% | +9.8% |
| YTD | +27.8% | +70.8% | -43.1% | +21.1% |
| 1Y | +33.9% | +98.7% | -64.9% | +17.9% |
| All | +33.9% | +97.0% | -63.1% | +17.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling