+3,908.6%
RCL vs DRI
+7,978.2%
-4,069.5%
-89.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.0% | +2.4% | +1.9% |
| 7D | +6.5% | +2.8% | +3.7% | +5.0% |
| 30D | +15.9% | +13.3% | +2.6% | +8.1% |
| 3M | +2.7% | +8.2% | -5.5% | -2.4% |
| 6M | +15.2% | +17.5% | -2.3% | +3.9% |
| YTD | +19.2% | +26.9% | -7.7% | +2.5% |
| 1Y | +31.6% | +31.6% | 0.0% | +10.8% |
| 3Y | +274.2% | +67.0% | +207.2% | +168.8% |
| 5Y | +250.1% | +72.9% | +177.2% | +153.2% |
| 10Y | +388.4% | +371.3% | +17.1% | +115.6% |
| All | +3,908.6% | +7,978.2% | -4,069.5% | +643.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling