+7,644.1%
DRI vs RL
+1,476.5%
+6,167.6%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.4% | +0.4% | -0.6% |
| 7D | +2.8% | -4.2% | +7.0% | +4.2% |
| 30D | +13.3% | +4.3% | +9.0% | +11.6% |
| 3M | +8.2% | -4.6% | +12.8% | +9.6% |
| 6M | +17.5% | +1.7% | +15.8% | +15.7% |
| YTD | +26.9% | +7.3% | +19.6% | +21.9% |
| 1Y | +31.6% | +20.8% | +10.8% | +21.2% |
| 3Y | +67.0% | +247.0% | -180.0% | +2.9% |
| 5Y | +72.9% | +225.5% | -152.6% | +6.4% |
| 10Y | +371.3% | +363.0% | +8.3% | +144.1% |
| All | +7,644.1% | +1,476.5% | +6,167.6% | +2,475.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling