+345.5%
DRI vs RL
+397.7%
-52.1%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +5.8% | -4.3% | -0.8% |
| 7D | +3.1% | +0.2% | +2.9% | +2.9% |
| 30D | +16.2% | +7.3% | +8.9% | +12.8% |
| 3M | +8.4% | +1.0% | +7.3% | +7.5% |
| 6M | +19.0% | +11.8% | +7.2% | +12.4% |
| YTD | +28.8% | +13.6% | +15.2% | +19.7% |
| 1Y | +33.1% | +24.0% | +9.1% | +19.1% |
| 3Y | +70.8% | +256.6% | -185.8% | -9.4% |
| 5Y | +74.2% | +240.2% | -166.0% | -9.3% |
| 10Y | +345.5% | +373.0% | -27.4% | +90.2% |
| All | +345.5% | +397.7% | -52.1% | +90.2% |
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