+3,130.1%
RCL vs DRI
+7,577.6%
-4,447.5%
-89.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.5% | +0.4% | +0.2% |
| 7D | -5.1% | +0.6% | -5.7% | -5.4% |
| 30D | -19.0% | +3.8% | -22.9% | -21.0% |
| 3M | -9.6% | +13.0% | -22.6% | -16.1% |
| 6M | -6.7% | +8.3% | -15.0% | -11.7% |
| YTD | -3.9% | +20.6% | -24.5% | -14.7% |
| 1Y | -25.1% | +6.5% | -31.5% | -29.0% |
| 3Y | +179.1% | +53.7% | +125.4% | +110.9% |
| 5Y | +243.3% | +72.7% | +170.6% | +149.8% |
| 10Y | +325.8% | +363.2% | -37.4% | +91.0% |
| All | +3,130.1% | +7,577.6% | -4,447.5% | +519.2% |
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