+3,340.7%
DLR vs RL
+1,257.2%
+2,083.5%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.4% | +1.1% | +0.2% |
| 7D | -3.6% | -4.2% | +0.6% | -2.3% |
| 30D | -3.5% | +4.3% | -7.7% | -4.8% |
| 3M | -8.9% | -4.6% | -4.3% | -7.8% |
| 6M | -11.6% | +1.7% | -13.3% | -12.9% |
| YTD | +14.9% | +7.3% | +7.6% | +10.7% |
| 1Y | +6.4% | +20.8% | -14.4% | -1.3% |
| 3Y | +47.3% | +247.0% | -199.7% | -4.9% |
| 5Y | +32.8% | +225.5% | -192.6% | -15.3% |
| 10Y | +169.6% | +363.0% | -193.5% | +28.2% |
| All | +3,340.7% | +1,257.2% | +2,083.5% | +692.8% |
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