+2,886.3%
DELL vs RL
+347.1%
+2,539.2%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.8% | -1.4% | +13.1% | +12.2% |
| 7D | +0.4% | -4.4% | +4.7% | +2.2% |
| 30D | -35.1% | +5.6% | -40.7% | -36.4% |
| 3M | -15.1% | -0.6% | -14.5% | -15.3% |
| 6M | +51.7% | +15.5% | +36.3% | +42.1% |
| YTD | +200.0% | +12.3% | +187.7% | +182.1% |
| 1Y | +172.1% | +19.3% | +152.8% | +149.8% |
| 3Y | +431.2% | +255.5% | +175.7% | +235.0% |
| 5Y | +633.1% | +247.1% | +386.0% | +354.8% |
| 10Y | +2,886.3% | +346.0% | +2,540.3% | +1,542.1% |
| All | +2,886.3% | +347.1% | +2,539.2% | +1,542.1% |
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