+30.8%
RCL vs DRI
+31.8%
-1.0%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.5% | +1.3% | +1.1% |
| 7D | +8.5% | +4.2% | +4.3% | +6.6% |
| 30D | +20.4% | +15.7% | +4.7% | +13.6% |
| 3M | +11.0% | +5.8% | +5.2% | +8.3% |
| 6M | +24.9% | +18.4% | +6.4% | +13.9% |
| YTD | +23.9% | +28.2% | -4.3% | +3.9% |
| 1Y | +30.8% | +35.9% | -5.1% | +3.8% |
| All | +30.8% | +31.8% | -1.0% | +3.8% |
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