+94.7%
DE vs RL
+254.6%
-159.9%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +5.8% | -2.9% | +1.8% |
| 7D | +3.5% | +0.2% | +3.3% | +3.4% |
| 30D | +11.3% | +7.3% | +4.0% | +9.8% |
| 3M | +11.6% | +1.0% | +10.6% | +11.3% |
| 6M | +20.9% | +11.8% | +9.1% | +17.5% |
| YTD | +49.7% | +13.6% | +36.0% | +44.4% |
| 1Y | +49.5% | +24.0% | +25.4% | +41.1% |
| 3Y | +94.7% | +256.6% | -161.9% | +44.3% |
| All | +94.7% | +254.6% | -159.9% | +44.3% |
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