-4.6%
DOW vs RL
+270.2%
-274.8%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.3% | +1.4% | +1.6% |
| 7D | -6.8% | +1.3% | -8.2% | -7.6% |
| 30D | +10.8% | +7.6% | +3.1% | +7.0% |
| 3M | +4.1% | -1.5% | +5.6% | +3.9% |
| 6M | -12.7% | +12.1% | -24.8% | -19.0% |
| YTD | +39.2% | +13.9% | +25.3% | +25.8% |
| 1Y | +49.5% | +20.7% | +28.8% | +31.3% |
| 3Y | -24.4% | +260.6% | -284.9% | -62.6% |
| 5Y | -29.6% | +248.9% | -278.4% | -66.3% |
| All | -4.6% | +270.2% | -274.8% | -61.0% |
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