+854.6%
DE vs RL
+308.3%
+546.2%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.3% | -0.2% | 0.0% |
| 7D | -2.4% | -2.2% | -0.2% | -1.7% |
| 30D | +9.7% | -15.3% | +25.1% | +15.4% |
| 3M | +21.4% | -10.3% | +31.7% | +24.9% |
| 6M | +15.0% | -2.2% | +17.2% | +14.0% |
| YTD | +46.4% | -4.3% | +50.7% | +45.7% |
| 1Y | +45.6% | +8.9% | +36.8% | +38.4% |
| 3Y | +76.8% | +201.4% | -124.7% | +14.8% |
| 5Y | +99.4% | +230.6% | -131.2% | +20.6% |
| All | +854.6% | +308.3% | +546.2% | +412.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RL.
Daily Out/Under-Performance
Portfolio return minus RL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RL 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 10y: compounded portfolio wealth divided by compounded RL 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…
10y analysis · Full analysis span regression · 6 months rolling