+117.6%
DT vs RL
+284.3%
-166.7%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +2.0% | -3.7% | -2.2% |
| 7D | -3.3% | -0.8% | -2.5% | -3.1% |
| 30D | +2.0% | -7.8% | +9.8% | +4.2% |
| 3M | +20.0% | -4.0% | +24.0% | +20.7% |
| 6M | +39.3% | -1.9% | +41.2% | +37.6% |
| YTD | +19.8% | -0.2% | +19.9% | +17.5% |
| 1Y | +4.3% | +10.7% | -6.4% | -1.2% |
| 3Y | +7.7% | +210.8% | -203.1% | -27.5% |
| 5Y | -26.8% | +238.2% | -265.1% | -52.9% |
| All | +117.6% | +284.3% | -166.7% | +40.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling