+110.9%
DT vs RL
+280.0%
-169.1%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.1% | -2.0% | -2.8% |
| 7D | -4.9% | +1.9% | -6.7% | -5.3% |
| 30D | +2.7% | -12.2% | +14.9% | +6.4% |
| 3M | +20.0% | -6.6% | +26.6% | +21.6% |
| 6M | +28.0% | +3.2% | +24.9% | +24.7% |
| YTD | +16.0% | -1.3% | +17.3% | +14.2% |
| 1Y | +0.7% | +13.6% | -12.9% | -5.3% |
| 3Y | +6.2% | +210.9% | -204.7% | -28.6% |
| 5Y | -28.1% | +246.9% | -275.0% | -53.9% |
| All | +110.9% | +280.0% | -169.1% | +36.5% |
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