+9.8%
DIA vs RL
+17.3%
-7.4%
-9.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.8% | +0.4% | -0.2% |
| 7D | +1.6% | +2.4% | -0.8% | +1.1% |
| 30D | +1.2% | +4.6% | -3.3% | +0.4% |
| 3M | -2.4% | -1.1% | -1.3% | -2.2% |
| 6M | +5.7% | +16.5% | -10.9% | +2.1% |
| YTD | +9.9% | +11.4% | -1.5% | +6.5% |
| 1Y | +9.8% | +16.1% | -6.3% | +5.0% |
| All | +9.8% | +17.3% | -7.4% | +5.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling