+4,208.2%
DRI vs CRL
+1,630.9%
+2,577.3%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +7.8% | -8.8% | -3.0% |
| 7D | +2.8% | -6.1% | +8.9% | +4.0% |
| 30D | +13.3% | +12.4% | +0.9% | +9.2% |
| 3M | +8.2% | +27.1% | -18.9% | +0.7% |
| 6M | +17.5% | +85.7% | -68.2% | -1.6% |
| YTD | +26.9% | +69.2% | -42.3% | +7.4% |
| 1Y | +31.6% | +97.5% | -66.0% | +6.7% |
| 3Y | +67.0% | +86.1% | -19.1% | +29.8% |
| 5Y | +72.9% | -10.0% | +83.0% | +59.7% |
| 10Y | +371.3% | +395.0% | -23.6% | +176.4% |
| All | +4,208.2% | +1,630.9% | +2,577.3% | +1,860.9% |
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 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