+107.3%
DG vs RL
+304.3%
-197.0%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.1% | -2.9% | -3.8% |
| 7D | -2.5% | +1.9% | -4.3% | -2.7% |
| 30D | +1.0% | -12.2% | +13.2% | +2.9% |
| 3M | +20.3% | -6.6% | +27.0% | +21.4% |
| 6M | -11.7% | +3.2% | -14.9% | -12.4% |
| YTD | -2.3% | -1.3% | -1.0% | -2.6% |
| 1Y | +20.0% | +13.6% | +6.4% | +17.3% |
| 3Y | +7.2% | +210.9% | -203.6% | -12.4% |
| 5Y | -37.9% | +246.9% | -284.8% | -51.1% |
| 10Y | +107.3% | +310.1% | -202.8% | +52.5% |
| All | +107.3% | +304.3% | -197.0% | +52.5% |
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