+292.2%
RCL vs DRI
+78.6%
+213.6%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.4% | 0.0% | +0.1% |
| 7D | -1.2% | +1.1% | -2.2% | -1.9% |
| 30D | +17.8% | +9.7% | +8.2% | +10.2% |
| 3M | +4.9% | +3.2% | +1.8% | +1.9% |
| 6M | +23.7% | +20.6% | +3.2% | +5.3% |
| YTD | +17.8% | +28.3% | -10.4% | -5.8% |
| 1Y | +28.9% | +34.5% | -5.6% | -0.8% |
| 3Y | +241.9% | +66.5% | +175.3% | +101.0% |
| All | +292.2% | +78.6% | +213.6% | +101.9% |
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 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