+111.1%
DG vs RL
+347.1%
-236.0%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.4% | +1.5% | +0.3% |
| 7D | -3.0% | -4.4% | +1.4% | -2.3% |
| 30D | +8.6% | +5.6% | +3.0% | +7.7% |
| 3M | +15.0% | -0.6% | +15.7% | +15.1% |
| 6M | +32.7% | +15.5% | +17.2% | +29.6% |
| YTD | +5.5% | +12.3% | -6.8% | +3.2% |
| 1Y | +34.6% | +19.3% | +15.3% | +30.6% |
| 3Y | +24.2% | +255.5% | -231.3% | -0.1% |
| 5Y | -32.3% | +247.1% | -279.3% | -46.4% |
| 10Y | +111.1% | +346.0% | -234.9% | +57.5% |
| All | +111.1% | +347.1% | -236.0% | +57.5% |
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