+346.0%
RL vs DAR
+290.1%
+56.0%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +5.1% | -6.5% | -3.2% |
| 7D | -4.4% | +3.6% | -8.0% | -5.6% |
| 30D | +5.6% | -11.3% | +16.8% | +9.9% |
| 3M | -0.6% | -13.1% | +12.5% | +3.5% |
| 6M | +15.5% | -15.1% | +30.6% | +20.5% |
| YTD | +12.3% | +50.5% | -38.2% | -6.8% |
| 1Y | +19.3% | +57.9% | -38.6% | -3.0% |
| 3Y | +255.5% | +28.9% | +226.6% | +193.3% |
| 5Y | +247.1% | -31.4% | +278.5% | +260.7% |
| 10Y | +346.0% | +301.0% | +45.0% | +121.5% |
| All | +346.0% | +290.1% | +56.0% | +121.5% |
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