+84.4%
DT vs RL
+337.4%
-253.0%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +5.8% | -4.6% | -0.4% |
| 7D | -20.2% | +0.2% | -20.5% | -20.3% |
| 30D | -30.8% | +7.3% | -38.1% | -32.1% |
| 3M | -10.2% | +1.0% | -11.3% | -10.6% |
| 6M | +8.0% | +11.8% | -3.7% | +3.7% |
| YTD | +1.5% | +13.6% | -12.2% | -4.0% |
| 1Y | -6.9% | +24.0% | -30.9% | -14.4% |
| 3Y | -10.9% | +256.6% | -267.5% | -42.3% |
| 5Y | -42.2% | +240.2% | -282.4% | -63.1% |
| All | +84.4% | +337.4% | -253.0% | +14.7% |
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