+1,507.8%
RL vs DAR
+527.4%
+980.4%
-68.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.0% | -0.4% | -1.3% |
| 7D | -4.2% | -9.9% | +5.8% | -3.2% |
| 30D | +4.3% | -16.4% | +20.6% | +6.0% |
| 3M | -4.6% | -17.1% | +12.5% | -3.1% |
| 6M | +1.7% | -20.5% | +22.2% | +3.6% |
| YTD | +7.3% | +39.4% | -32.1% | +3.4% |
| 1Y | +20.8% | +57.2% | -36.4% | +15.0% |
| 3Y | +247.0% | +13.9% | +233.1% | +236.9% |
| 5Y | +225.5% | -40.8% | +266.3% | +233.6% |
| 10Y | +363.0% | +276.2% | +86.8% | +309.7% |
| All | +1,507.8% | +527.4% | +980.4% | +1,121.5% |
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 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