+350.2%
RCL vs DRI
+350.3%
-0.1%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.8% | +1.6% | +1.2% |
| 7D | -0.5% | -1.2% | +0.8% | +0.5% |
| 30D | -17.3% | -0.4% | -17.0% | -17.5% |
| 3M | -2.8% | +9.5% | -12.3% | -10.3% |
| 6M | -4.4% | +6.5% | -10.8% | -10.5% |
| YTD | -4.2% | +18.4% | -22.6% | -18.0% |
| 1Y | -23.4% | +4.2% | -27.6% | -28.1% |
| 3Y | +179.4% | +57.1% | +122.3% | +80.9% |
| 5Y | +238.8% | +70.4% | +168.3% | +109.2% |
| 10Y | +350.2% | +354.0% | -3.9% | +65.9% |
| All | +350.2% | +350.3% | -0.1% | +65.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling