+4,256.3%
DE vs RL
+1,549.7%
+2,706.5%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.4% | +2.0% | +1.0% |
| 7D | +2.3% | -4.4% | +6.6% | +3.5% |
| 30D | +9.3% | +5.6% | +3.8% | +7.4% |
| 3M | +12.2% | -0.6% | +12.9% | +11.9% |
| 6M | +18.1% | +15.5% | +2.6% | +11.4% |
| YTD | +49.8% | +12.3% | +37.4% | +41.7% |
| 1Y | +46.4% | +19.3% | +27.1% | +35.8% |
| 3Y | +92.5% | +255.5% | -163.0% | +23.7% |
| 5Y | +107.4% | +247.1% | -139.7% | +30.5% |
| 10Y | +784.1% | +346.0% | +438.0% | +379.6% |
| All | +4,256.3% | +1,549.7% | +2,706.5% | +1,453.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling