+0.1%
DOW vs RL
+257.9%
-257.8%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.2% | +0.8% | +0.1% |
| 7D | +5.2% | +2.6% | +2.6% | +4.0% |
| 30D | +13.2% | +2.9% | +10.3% | +11.3% |
| 3M | +10.1% | 0.0% | +10.1% | +9.2% |
| 6M | -13.1% | +17.1% | -30.2% | -20.8% |
| YTD | +46.1% | +10.1% | +36.0% | +33.9% |
| 1Y | +50.0% | +17.3% | +32.7% | +33.3% |
| 3Y | -20.2% | +249.3% | -269.6% | -60.1% |
| 5Y | -27.7% | +240.9% | -268.6% | -65.1% |
| All | +0.1% | +257.9% | -257.8% | -58.5% |
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