+95.0%
DGX vs RL
+239.2%
-144.1%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.2% | +1.1% | +0.1% |
| 7D | +1.6% | +2.6% | -1.0% | +1.3% |
| 30D | +11.2% | +2.9% | +8.3% | +10.9% |
| 3M | +10.4% | 0.0% | +10.4% | +10.3% |
| 6M | +37.1% | +17.1% | +20.0% | +34.7% |
| YTD | +52.1% | +10.1% | +42.0% | +50.0% |
| 1Y | +40.7% | +17.3% | +23.4% | +37.8% |
| 3Y | +107.6% | +249.3% | -141.7% | +72.6% |
| All | +95.0% | +239.2% | -144.1% | +57.9% |
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