+400.9%
DELL vs RL
+254.6%
+146.3%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +5.8% | -0.4% | +2.8% |
| 7D | -11.8% | +0.2% | -12.1% | -11.8% |
| 30D | -40.8% | +7.3% | -48.2% | -42.7% |
| 3M | -23.6% | +1.0% | -24.6% | -24.1% |
| 6M | +33.4% | +11.8% | +21.6% | +24.4% |
| YTD | +178.0% | +13.6% | +164.4% | +153.4% |
| 1Y | +138.6% | +24.0% | +114.5% | +105.6% |
| 3Y | +400.9% | +256.6% | +144.3% | +197.1% |
| All | +400.9% | +254.6% | +146.3% | +197.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling