+58.2%
DLR vs RL
+212.5%
-154.2%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.0% | -1.7% | -0.2% |
| 7D | +1.6% | -0.8% | +2.4% | +1.8% |
| 30D | -3.4% | -7.8% | +4.4% | -1.5% |
| 3M | +0.5% | -4.0% | +4.5% | +1.1% |
| 6M | +4.6% | -1.9% | +6.4% | +4.1% |
| YTD | +23.4% | -0.2% | +23.6% | +22.0% |
| 1Y | +19.0% | +10.7% | +8.4% | +14.1% |
| All | +58.2% | +212.5% | -154.2% | +14.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling