+181.2%
DLR vs RL
+337.1%
-155.9%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.2% | -0.7% | -1.7% |
| 7D | +3.3% | +2.6% | +0.7% | +2.8% |
| 30D | +4.6% | +2.9% | +1.7% | +4.1% |
| 3M | -8.3% | 0.0% | -8.3% | -8.4% |
| 6M | -5.6% | +17.1% | -22.7% | -8.6% |
| YTD | +18.7% | +10.1% | +8.6% | +15.8% |
| 1Y | +17.1% | +17.3% | -0.2% | +12.9% |
| 3Y | +54.4% | +249.3% | -195.0% | +22.7% |
| 5Y | +36.5% | +240.9% | -204.4% | +6.8% |
| All | +181.2% | +337.1% | -155.9% | +109.2% |
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