+100.8%
DG vs RL
+337.1%
-236.3%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.2% | +0.8% | -0.2% |
| 7D | +0.3% | +2.6% | -2.3% | -0.1% |
| 30D | +3.2% | +2.9% | +0.3% | +2.8% |
| 3M | +10.4% | 0.0% | +10.4% | +10.4% |
| 6M | +33.2% | +17.1% | +16.1% | +29.8% |
| YTD | +3.0% | +10.1% | -7.2% | +1.1% |
| 1Y | +31.2% | +17.3% | +13.9% | +27.7% |
| 3Y | +21.8% | +249.3% | -227.5% | -1.7% |
| 5Y | -35.0% | +240.9% | -275.9% | -48.4% |
| All | +100.8% | +337.1% | -236.3% | +52.7% |
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