+6,618.7%
DGX vs RL
+1,366.2%
+5,252.5%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.0% | -3.0% | -1.2% |
| 7D | -2.3% | -0.8% | -1.5% | -2.2% |
| 30D | +0.6% | -7.8% | +8.3% | +1.7% |
| 3M | +21.4% | -4.0% | +25.4% | +21.8% |
| 6M | +14.7% | -1.9% | +16.6% | +14.3% |
| YTD | +38.4% | -0.2% | +38.6% | +37.4% |
| 1Y | +34.0% | +10.7% | +23.3% | +30.8% |
| 3Y | +92.7% | +210.8% | -118.1% | +57.9% |
| 5Y | +67.7% | +238.2% | -170.5% | +33.0% |
| 10Y | +248.0% | +313.4% | -65.4% | +153.9% |
| All | +6,618.7% | +1,366.2% | +5,252.5% | +3,910.3% |
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