+64.9%
DGX vs RL
+233.3%
-168.4%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.3% | +3.3% | +0.3% |
| 7D | -2.2% | -0.3% | -2.0% | -2.2% |
| 30D | -0.9% | -17.5% | +16.6% | +0.7% |
| 3M | +15.6% | -14.0% | +29.6% | +17.0% |
| 6M | +17.8% | -2.0% | +19.8% | +17.5% |
| YTD | +37.5% | -4.6% | +42.1% | +37.3% |
| 1Y | +31.2% | +9.5% | +21.7% | +29.2% |
| 3Y | +96.6% | +200.5% | -103.9% | +66.9% |
| 5Y | +64.9% | +226.3% | -161.3% | +35.9% |
| All | +64.9% | +233.3% | -168.4% | +35.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling