-37.4%
DOW vs RL
+238.1%
-275.5%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +2.0% | -5.1% | -3.6% |
| 7D | -2.4% | -0.8% | -1.6% | -2.2% |
| 30D | +0.4% | -7.8% | +8.1% | +2.7% |
| 3M | -14.4% | -4.0% | -10.4% | -14.1% |
| 6M | -7.0% | -1.9% | -5.1% | -8.9% |
| YTD | +30.2% | -0.2% | +30.4% | +26.5% |
| 1Y | +29.2% | +10.7% | +18.5% | +20.6% |
| 3Y | -36.7% | +210.8% | -247.5% | -60.8% |
| All | -37.4% | +238.1% | -275.5% | -65.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling