-4.2%
DT vs RL
+15.3%
-19.5%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.2% | +0.9% | -0.2% |
| 7D | +3.1% | +2.6% | +0.5% | +3.0% |
| 30D | -29.5% | +2.9% | -32.5% | -29.3% |
| 3M | -11.7% | 0.0% | -11.7% | -11.6% |
| 6M | +29.0% | +17.1% | +11.9% | +29.8% |
| YTD | +3.4% | +10.1% | -6.8% | +2.8% |
| 1Y | -4.2% | +17.3% | -21.6% | -6.1% |
| All | -4.2% | +15.3% | -19.5% | -6.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling