+234.8%
RCL vs DRI
+72.9%
+161.9%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.5% | +0.4% | +0.3% |
| 7D | -5.1% | +0.6% | -5.7% | -5.5% |
| 30D | -19.0% | +3.8% | -22.9% | -21.7% |
| 3M | -9.6% | +13.0% | -22.6% | -18.7% |
| 6M | -6.7% | +8.3% | -15.0% | -13.7% |
| YTD | -3.9% | +20.6% | -24.5% | -19.2% |
| 1Y | -25.1% | +6.5% | -31.5% | -30.7% |
| 3Y | +179.1% | +53.7% | +125.4% | +76.3% |
| All | +234.8% | +72.9% | +161.9% | +81.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling