+319.5%
DRI vs RL
+337.1%
-17.6%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.2% | +1.5% | +0.8% |
| 7D | +1.1% | +2.6% | -1.5% | 0.0% |
| 30D | +9.7% | +2.9% | +6.8% | +8.2% |
| 3M | +3.2% | 0.0% | +3.2% | +2.8% |
| 6M | +20.6% | +17.1% | +3.5% | +11.8% |
| YTD | +28.3% | +10.1% | +18.1% | +20.7% |
| 1Y | +34.5% | +17.3% | +17.2% | +23.1% |
| 3Y | +66.5% | +249.3% | -182.8% | -10.9% |
| 5Y | +79.6% | +240.9% | -161.3% | -6.8% |
| All | +319.5% | +337.1% | -17.6% | +84.9% |
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