+3,595.7%
DLR vs RL
+1,162.2%
+2,433.5%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.0% | -1.7% | -0.3% |
| 7D | +1.6% | -0.8% | +2.4% | +1.8% |
| 30D | -3.4% | -7.8% | +4.4% | -1.1% |
| 3M | +0.5% | -4.0% | +4.5% | +1.3% |
| 6M | +4.6% | -1.9% | +6.4% | +4.0% |
| YTD | +23.4% | -0.2% | +23.6% | +21.8% |
| 1Y | +19.0% | +10.7% | +8.4% | +13.4% |
| 3Y | +56.5% | +210.8% | -154.2% | +4.7% |
| 5Y | +33.3% | +238.2% | -204.9% | -16.5% |
| 10Y | +165.1% | +313.4% | -148.2% | +31.2% |
| All | +3,595.7% | +1,162.2% | +2,433.5% | +772.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling