+43.6%
DE vs RL
+8.8%
+34.8%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.7% | -1.0% | -0.4% |
| 7D | -2.6% | -3.4% | +0.9% | -2.3% |
| 30D | +9.0% | -14.4% | +23.5% | +10.7% |
| 3M | +19.1% | -13.6% | +32.7% | +20.6% |
| 6M | +14.4% | +0.6% | +13.8% | +13.9% |
| YTD | +45.9% | -3.6% | +49.6% | +45.8% |
| 1Y | +43.6% | +8.3% | +35.3% | +40.6% |
| All | +43.6% | +8.8% | +34.8% | +40.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling