+67.0%
DRI vs RL
+240.1%
-173.1%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.4% | +0.4% | -0.7% |
| 7D | +2.8% | -4.2% | +7.0% | +3.7% |
| 30D | +13.3% | +4.3% | +9.0% | +12.2% |
| 3M | +8.2% | -4.6% | +12.8% | +9.1% |
| 6M | +17.5% | +1.7% | +15.8% | +16.8% |
| YTD | +26.9% | +7.3% | +19.6% | +24.2% |
| 1Y | +31.6% | +20.8% | +10.8% | +25.3% |
| 3Y | +67.0% | +247.0% | -180.0% | +26.4% |
| All | +67.0% | +240.1% | -173.1% | +26.4% |
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