+3,994.6%
DRI vs CRL
+1,379.5%
+2,615.1%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.7% | +1.1% | -0.1% |
| 7D | +0.6% | -1.0% | +1.6% | +0.8% |
| 30D | +3.8% | +10.7% | -6.8% | +1.2% |
| 3M | +13.0% | +55.3% | -42.3% | +0.3% |
| 6M | +8.3% | +60.7% | -52.3% | -5.7% |
| YTD | +20.6% | +44.6% | -24.0% | +7.3% |
| 1Y | +6.5% | +77.7% | -71.3% | -11.0% |
| 3Y | +53.7% | +37.6% | +16.1% | +30.6% |
| 5Y | +72.7% | -35.8% | +108.5% | +75.9% |
| 10Y | +363.2% | +241.7% | +121.4% | +198.2% |
| All | +3,994.6% | +1,379.5% | +2,615.1% | +1,859.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling