+240.9%
DIA vs RL
+397.7%
-156.8%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +5.8% | -3.7% | +0.7% |
| 7D | +0.8% | +0.2% | +0.5% | +0.7% |
| 30D | +1.4% | +7.3% | -5.9% | -0.5% |
| 3M | -2.7% | +1.0% | -3.7% | -3.2% |
| 6M | +6.2% | +11.8% | -5.6% | +2.3% |
| YTD | +10.1% | +13.6% | -3.5% | +5.2% |
| 1Y | +13.0% | +24.0% | -11.0% | +5.4% |
| 3Y | +61.9% | +256.6% | -194.7% | +10.7% |
| 5Y | +57.1% | +240.2% | -183.2% | +5.7% |
| 10Y | +240.9% | +373.0% | -132.1% | +98.6% |
| All | +240.9% | +397.7% | -156.8% | +98.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling