+77.5%
DE vs RL
+211.8%
-134.3%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.1% | -0.7% | -1.6% |
| 7D | +0.7% | +1.9% | -1.2% | +0.3% |
| 30D | +9.6% | -12.2% | +21.9% | +12.4% |
| 3M | +19.0% | -6.6% | +25.6% | +20.2% |
| 6M | +16.1% | +3.2% | +12.9% | +14.1% |
| YTD | +47.0% | -1.3% | +48.3% | +45.8% |
| 1Y | +43.1% | +13.6% | +29.6% | +36.8% |
| 3Y | +77.5% | +210.9% | -133.4% | +26.6% |
| All | +77.5% | +211.8% | -134.3% | +26.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling