+67.0%
DRI vs CRL
+86.4%
-19.5%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +7.8% | -8.8% | -1.8% |
| 7D | +2.8% | -6.1% | +8.9% | +3.4% |
| 30D | +13.3% | +12.4% | +0.9% | +11.4% |
| 3M | +8.2% | +27.1% | -18.9% | +4.7% |
| 6M | +17.5% | +85.7% | -68.2% | +8.2% |
| YTD | +26.9% | +69.2% | -42.3% | +17.7% |
| 1Y | +31.6% | +97.5% | -66.0% | +19.2% |
| 3Y | +67.0% | +86.1% | -19.1% | +49.5% |
| All | +67.0% | +86.4% | -19.5% | +49.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling