+165.8%
DLR vs RL
+304.3%
-138.6%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.1% | +1.7% | +0.8% |
| 7D | +3.4% | +1.9% | +1.5% | +3.1% |
| 30D | -2.2% | -12.2% | +10.0% | 0.0% |
| 3M | +4.7% | -6.6% | +11.4% | +5.8% |
| 6M | +9.0% | +3.2% | +5.9% | +7.8% |
| YTD | +24.1% | -1.3% | +25.4% | +23.6% |
| 1Y | +20.9% | +13.6% | +7.4% | +17.3% |
| 3Y | +60.0% | +210.9% | -150.8% | +30.1% |
| 5Y | +35.3% | +246.9% | -211.6% | +6.6% |
| 10Y | +165.8% | +310.1% | -144.3% | +100.0% |
| All | +165.8% | +304.3% | -138.6% | +100.0% |
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 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