+74.1%
DRI vs RRC
+110.6%
-36.5%
-27.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.9% | +1.9% | -0.7% |
| 7D | +2.8% | -10.8% | +13.6% | +3.9% |
| 30D | +13.3% | +22.3% | -9.1% | +10.7% |
| 3M | +8.2% | +26.6% | -18.4% | +5.3% |
| 6M | +17.5% | +18.9% | -1.4% | +14.9% |
| YTD | +26.9% | +39.2% | -12.3% | +21.5% |
| 1Y | +31.6% | +34.0% | -2.4% | +26.4% |
| 3Y | +67.0% | +42.0% | +24.9% | +57.3% |
| All | +74.1% | +110.6% | -36.5% | +61.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RRC.
Daily Out/Under-Performance
Portfolio return minus RRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRC 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 5y: compounded portfolio wealth divided by compounded RRC 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…
5y analysis · Full analysis span regression · 6 months rolling