+583.4%
DG vs RL
+475.7%
+107.7%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +2.0% | -0.5% | +1.1% |
| 7D | +8.4% | -0.8% | +9.2% | +8.5% |
| 30D | +4.9% | -7.8% | +12.7% | +6.3% |
| 3M | +29.3% | -4.0% | +33.3% | +30.1% |
| 6M | -11.3% | -1.9% | -9.4% | -11.4% |
| YTD | +1.8% | -0.2% | +1.9% | +1.2% |
| 1Y | +25.3% | +10.7% | +14.7% | +22.5% |
| 3Y | +9.1% | +210.8% | -201.7% | -13.5% |
| 5Y | -34.9% | +238.2% | -273.1% | -50.3% |
| 10Y | +108.2% | +313.4% | -205.2% | +43.2% |
| All | +583.4% | +475.7% | +107.7% | +291.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling