+346.9%
DELL vs RL
+9.8%
+337.1%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.3% | +3.6% | +0.9% |
| 7D | +8.7% | -0.3% | +9.0% | +8.8% |
| 30D | +16.9% | -17.5% | +34.4% | +21.6% |
| 3M | +40.4% | -14.0% | +54.4% | +44.5% |
| 6M | +267.1% | -2.0% | +269.0% | +264.4% |
| YTD | +329.1% | -4.6% | +333.7% | +317.5% |
| 1Y | +346.9% | +9.5% | +337.4% | +312.4% |
| All | +346.9% | +9.8% | +337.1% | +312.4% |
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