+589.6%
DG vs RL
+519.0%
+70.6%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.4% | -1.7% | -2.8% |
| 7D | +1.1% | -4.2% | +5.2% | +1.9% |
| 30D | +9.5% | +4.3% | +5.2% | +8.8% |
| 3M | +5.5% | -4.6% | +10.1% | +6.3% |
| 6M | +16.1% | +1.7% | +14.4% | +15.4% |
| YTD | +2.7% | +7.3% | -4.7% | +0.9% |
| 1Y | +42.1% | +20.8% | +21.3% | +36.9% |
| 3Y | +19.3% | +247.0% | -227.7% | -7.2% |
| 5Y | -35.3% | +225.5% | -260.8% | -50.1% |
| 10Y | +123.9% | +363.0% | -239.1% | +50.9% |
| All | +589.6% | +519.0% | +70.6% | +290.4% |
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 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