+213.4%
RL vs DAR
+6.3%
+207.1%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.9% | +2.9% | +2.2% |
| 7D | -0.8% | +1.4% | -2.2% | -1.1% |
| 30D | -7.8% | +12.8% | -20.6% | -10.2% |
| 3M | -4.0% | +7.4% | -11.4% | -5.8% |
| 6M | -1.9% | +22.3% | -24.1% | -7.1% |
| YTD | -0.2% | +81.1% | -81.2% | -14.2% |
| 1Y | +10.7% | +106.5% | -95.8% | -8.2% |
| All | +213.4% | +6.3% | +207.1% | +182.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling