+65.9%
DRI vs RL
+254.6%
-188.7%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.8% | +0.4% | -0.3% |
| 7D | -0.3% | +2.4% | -2.7% | -0.9% |
| 30D | +10.8% | +4.6% | +6.3% | +9.7% |
| 3M | +0.9% | -1.1% | +2.0% | +1.0% |
| 6M | +16.3% | +16.5% | -0.2% | +12.2% |
| YTD | +27.8% | +11.4% | +16.4% | +23.9% |
| 1Y | +33.9% | +16.1% | +17.8% | +28.5% |
| All | +65.9% | +254.6% | -188.7% | +21.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling