+334.2%
DRI vs RL
+347.1%
-13.0%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.4% | +1.5% | +0.7% |
| 7D | -0.7% | -4.4% | +3.6% | +0.9% |
| 30D | +14.7% | +5.6% | +9.1% | +12.0% |
| 3M | +5.4% | -0.6% | +6.1% | +5.3% |
| 6M | +18.8% | +15.5% | +3.4% | +10.8% |
| YTD | +28.4% | +12.3% | +16.0% | +19.8% |
| 1Y | +37.7% | +19.3% | +18.4% | +25.2% |
| 3Y | +68.0% | +255.5% | -187.6% | -10.9% |
| 5Y | +78.8% | +247.1% | -168.3% | -7.9% |
| 10Y | +334.2% | +346.0% | -11.9% | +90.1% |
| All | +334.2% | +347.1% | -13.0% | +90.1% |
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