+97.1%
DGX vs RL
+198.9%
-101.8%
-12.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.3% | +3.3% | +0.1% |
| 7D | -2.2% | -0.3% | -2.0% | -2.2% |
| 30D | -0.9% | -17.5% | +16.6% | -0.3% |
| 3M | +15.6% | -14.0% | +29.6% | +16.1% |
| 6M | +17.8% | -2.0% | +19.8% | +17.7% |
| YTD | +37.5% | -4.6% | +42.1% | +37.3% |
| 1Y | +31.2% | +9.5% | +21.7% | +30.4% |
| All | +97.1% | +198.9% | -101.8% | +79.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling