-10.9%
DOW vs RL
+210.0%
-221.0%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.3% | +2.8% | +0.8% |
| 7D | -6.0% | -0.3% | -5.7% | -6.0% |
| 30D | -2.7% | -17.5% | +14.8% | +5.1% |
| 3M | -10.5% | -14.0% | +3.5% | -5.7% |
| 6M | -12.4% | -2.0% | -10.5% | -15.1% |
| YTD | +30.0% | -4.6% | +34.6% | +27.3% |
| 1Y | +27.8% | +9.5% | +18.3% | +17.2% |
| 3Y | -34.9% | +200.5% | -235.4% | -65.1% |
| 5Y | -35.9% | +226.3% | -262.1% | -69.0% |
| All | -10.9% | +210.0% | -221.0% | -60.6% |
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