+373.0%
RL vs DAR
+288.2%
+84.7%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +4.7% | +1.2% | +4.1% |
| 7D | +0.2% | -2.8% | +3.0% | +1.3% |
| 30D | +7.3% | -12.8% | +20.2% | +12.6% |
| 3M | +1.0% | -11.6% | +12.6% | +4.6% |
| 6M | +11.8% | -16.8% | +28.5% | +17.6% |
| YTD | +13.6% | +45.9% | -32.3% | -4.6% |
| 1Y | +24.0% | +61.5% | -37.4% | 0.0% |
| 3Y | +256.6% | +23.0% | +233.6% | +200.0% |
| 5Y | +240.2% | -35.8% | +276.1% | +263.8% |
| 10Y | +373.0% | +280.4% | +92.6% | +139.7% |
| All | +373.0% | +288.2% | +84.7% | +139.7% |
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