+360.5%
RCL vs DRI
+339.9%
+20.6%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.1% | -1.5% | -1.5% |
| 7D | +0.6% | -0.7% | +1.3% | +1.2% |
| 30D | +19.4% | +14.7% | +4.7% | +7.4% |
| 3M | +9.8% | +5.4% | +4.3% | +4.4% |
| 6M | +28.6% | +18.8% | +9.8% | +10.1% |
| YTD | +22.2% | +28.4% | -6.2% | -2.5% |
| 1Y | +29.7% | +37.7% | -7.9% | -2.1% |
| 3Y | +265.3% | +68.0% | +197.4% | +123.1% |
| 5Y | +301.8% | +78.8% | +223.0% | +137.5% |
| 10Y | +360.5% | +334.2% | +26.3% | +72.8% |
| All | +360.5% | +339.9% | +20.6% | +72.8% |
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 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