+240.6%
RL vs DAR
-27.0%
+267.6%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.1% | -2.3% | -1.5% |
| 7D | +2.6% | +11.6% | -9.0% | -0.5% |
| 30D | +2.9% | -10.2% | +13.2% | +5.8% |
| 3M | 0.0% | -14.8% | +14.8% | +3.8% |
| 6M | +17.1% | -10.1% | +27.2% | +19.0% |
| YTD | +10.1% | +55.5% | -45.4% | -6.2% |
| 1Y | +17.3% | +61.7% | -44.4% | -1.3% |
| 3Y | +249.3% | +37.2% | +212.2% | +193.4% |
| All | +240.6% | -27.0% | +267.6% | +262.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling