+4,177.7%
DELL vs RL
+297.6%
+3,880.1%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.3% | +3.6% | +1.4% |
| 7D | +8.7% | -0.3% | +9.0% | +8.8% |
| 30D | +16.9% | -17.5% | +34.4% | +25.0% |
| 3M | +40.4% | -14.0% | +54.4% | +47.3% |
| 6M | +267.1% | -2.0% | +269.0% | +265.0% |
| YTD | +329.1% | -4.6% | +333.7% | +328.6% |
| 1Y | +346.9% | +9.5% | +337.4% | +323.0% |
| 3Y | +696.6% | +200.5% | +496.2% | +434.7% |
| 5Y | +1,106.2% | +226.3% | +879.9% | +675.1% |
| 10Y | +4,177.7% | +304.8% | +3,873.0% | +2,397.5% |
| All | +4,177.7% | +297.6% | +3,880.1% | +2,397.5% |
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