+324.6%
RL vs DAR
+307.1%
+17.5%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.2% | -3.0% | -1.6% |
| 7D | +2.4% | +9.2% | -6.8% | -0.9% |
| 30D | +4.6% | -12.3% | +16.8% | +9.3% |
| 3M | -1.1% | -12.7% | +11.6% | +2.9% |
| 6M | +16.5% | -12.8% | +29.3% | +20.4% |
| YTD | +11.4% | +53.8% | -42.4% | -8.3% |
| 1Y | +16.1% | +60.3% | -44.2% | -6.1% |
| 3Y | +252.6% | +31.7% | +220.9% | +188.5% |
| 5Y | +244.9% | -27.7% | +272.6% | +250.6% |
| All | +324.6% | +307.1% | +17.5% | +108.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DAR.
Daily Out/Under-Performance
Portfolio return minus DAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DAR 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 DAR 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