+37.7%
DRI vs RL
+19.4%
+18.3%
-15.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.4% | +1.5% | +0.5% |
| 7D | -0.7% | -4.4% | +3.6% | +0.2% |
| 30D | +14.7% | +5.6% | +9.1% | +13.2% |
| 3M | +5.4% | -0.6% | +6.1% | +5.4% |
| 6M | +18.8% | +15.5% | +3.4% | +15.8% |
| YTD | +28.4% | +12.3% | +16.0% | +25.4% |
| 1Y | +37.7% | +19.3% | +18.4% | +31.5% |
| All | +37.7% | +19.4% | +18.3% | +31.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling