-36.6%
DT vs RL
+239.2%
-275.8%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.2% | +0.9% | +0.2% |
| 7D | +3.1% | +2.6% | +0.5% | +2.2% |
| 30D | -29.5% | +2.9% | -32.5% | -30.3% |
| 3M | -11.7% | 0.0% | -11.7% | -11.9% |
| 6M | +29.0% | +17.1% | +11.9% | +20.2% |
| YTD | +3.4% | +10.1% | -6.8% | -2.8% |
| 1Y | -4.2% | +17.3% | -21.6% | -12.4% |
| 3Y | -12.8% | +249.3% | -262.2% | -54.2% |
| All | -36.6% | +239.2% | -275.8% | -69.1% |
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 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