+7,282.4%
DGX vs RL
+1,517.3%
+5,765.1%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.2% | +1.1% | +0.1% |
| 7D | +1.6% | +2.6% | -1.0% | +1.2% |
| 30D | +11.2% | +2.9% | +8.3% | +10.7% |
| 3M | +10.4% | 0.0% | +10.4% | +10.2% |
| 6M | +37.1% | +17.1% | +20.0% | +33.3% |
| YTD | +52.1% | +10.1% | +42.0% | +48.8% |
| 1Y | +40.7% | +17.3% | +23.4% | +36.3% |
| 3Y | +107.6% | +249.3% | -141.7% | +67.2% |
| 5Y | +90.6% | +240.9% | -150.3% | +51.3% |
| 10Y | +287.9% | +337.3% | -49.3% | +180.7% |
| All | +7,282.4% | +1,517.3% | +5,765.1% | +4,240.3% |
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