+358.7%
DRI vs RL
+314.9%
+43.9%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.0% | -2.6% | -1.3% |
| 7D | +0.6% | -0.8% | +1.4% | +0.8% |
| 30D | +3.8% | -7.8% | +11.6% | +7.2% |
| 3M | +13.0% | -4.0% | +17.0% | +14.5% |
| 6M | +8.3% | -1.9% | +10.2% | +7.5% |
| YTD | +20.6% | -0.2% | +20.8% | +18.4% |
| 1Y | +6.5% | +10.7% | -4.2% | -0.4% |
| 3Y | +53.7% | +210.8% | -157.1% | -13.7% |
| 5Y | +72.7% | +238.2% | -165.6% | -10.9% |
| All | +358.7% | +314.9% | +43.9% | +107.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RL.
Daily Out/Under-Performance
Portfolio return minus RL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RL 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 RL 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