+119.3%
DG vs RL
+397.7%
-278.3%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +5.8% | -3.6% | +1.3% |
| 7D | +0.7% | +0.2% | +0.4% | +0.6% |
| 30D | +7.4% | +7.3% | +0.1% | +6.3% |
| 3M | +8.5% | +1.0% | +7.5% | +8.3% |
| 6M | +21.9% | +11.8% | +10.1% | +19.6% |
| YTD | +4.9% | +13.6% | -8.7% | +2.5% |
| 1Y | +40.4% | +24.0% | +16.4% | +35.5% |
| 3Y | +23.5% | +256.6% | -233.1% | -0.9% |
| 5Y | -32.3% | +240.2% | -272.5% | -46.4% |
| 10Y | +119.3% | +373.0% | -253.6% | +59.4% |
| All | +119.3% | +397.7% | -278.3% | +59.4% |
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 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