+172.1%
DELL vs RL
+19.4%
+152.7%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.8% | -1.4% | +13.1% | +12.0% |
| 7D | +0.4% | -4.4% | +4.7% | +1.3% |
| 30D | -35.1% | +5.6% | -40.7% | -35.4% |
| 3M | -15.1% | -0.6% | -14.5% | -14.3% |
| 6M | +51.7% | +15.5% | +36.3% | +46.4% |
| YTD | +200.0% | +12.3% | +187.7% | +181.3% |
| 1Y | +172.1% | +19.3% | +152.8% | +143.8% |
| All | +172.1% | +19.4% | +152.7% | +143.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling