+1,530.1%
RL vs DAR
+533.8%
+996.3%
-68.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | -3.1% | -4.3% | -7.1% |
| 7D | -4.7% | -8.1% | +3.4% | -3.9% |
| 30D | +3.6% | -17.1% | +20.7% | +5.4% |
| 3M | +0.5% | -12.3% | +12.8% | +1.6% |
| 6M | +6.6% | -21.8% | +28.4% | +8.8% |
| YTD | +8.8% | +40.8% | -32.0% | +4.7% |
| 1Y | +21.8% | +57.4% | -35.6% | +15.9% |
| 3Y | +245.8% | +12.1% | +233.7% | +236.3% |
| 5Y | +230.0% | -40.2% | +270.2% | +237.9% |
| 10Y | +369.4% | +280.1% | +89.4% | +315.0% |
| All | +1,530.1% | +533.8% | +996.3% | +1,137.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling