+2,662.4%
DELL vs RL
+337.1%
+2,325.3%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.2% | -1.2% | -6.0% | -6.8% |
| 7D | +4.9% | +2.6% | +2.3% | +3.9% |
| 30D | -32.1% | +2.9% | -35.0% | -32.8% |
| 3M | -30.2% | 0.0% | -30.2% | -30.5% |
| 6M | +41.7% | +17.1% | +24.6% | +32.0% |
| YTD | +176.6% | +10.1% | +166.5% | +161.9% |
| 1Y | +159.9% | +17.3% | +142.6% | +140.0% |
| 3Y | +388.0% | +249.3% | +138.6% | +209.5% |
| 5Y | +578.2% | +240.9% | +337.3% | +323.3% |
| All | +2,662.4% | +337.1% | +2,325.3% | +1,440.8% |
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