-25.1%
RCL vs DRI
+6.9%
-32.0%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.5% | +0.4% | +0.1% |
| 7D | -5.1% | +0.6% | -5.7% | -5.3% |
| 30D | -19.0% | +3.8% | -22.9% | -20.4% |
| 3M | -9.6% | +13.0% | -22.6% | -14.4% |
| 6M | -6.7% | +8.3% | -15.0% | -10.3% |
| YTD | -3.9% | +20.6% | -24.5% | -11.3% |
| 1Y | -25.1% | +6.5% | -31.5% | -32.8% |
| All | -25.1% | +6.9% | -32.0% | -32.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DRI.
Daily Out/Under-Performance
Portfolio return minus DRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DRI 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 DRI 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