+177.5%
DLR vs RL
+397.7%
-220.2%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +5.8% | -2.4% | +2.3% |
| 7D | +2.4% | +0.2% | +2.1% | +2.3% |
| 30D | +0.7% | +7.3% | -6.6% | -0.5% |
| 3M | -6.4% | +1.0% | -7.5% | -6.7% |
| 6M | -6.5% | +11.8% | -18.3% | -8.8% |
| YTD | +18.8% | +13.6% | +5.2% | +15.3% |
| 1Y | +9.0% | +24.0% | -15.0% | +4.1% |
| 3Y | +54.5% | +256.6% | -202.1% | +22.5% |
| 5Y | +35.8% | +240.2% | -204.4% | +6.2% |
| 10Y | +177.5% | +373.0% | -195.5% | +100.5% |
| All | +177.5% | +397.7% | -220.2% | +100.5% |
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