+1,395.2%
RL vs DAR
+714.9%
+680.4%
-68.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.9% | +2.9% | +2.1% |
| 7D | -0.8% | +1.4% | -2.2% | -1.0% |
| 30D | -7.8% | +12.8% | -20.6% | -8.9% |
| 3M | -4.0% | +7.4% | -11.4% | -4.8% |
| 6M | -1.9% | +22.3% | -24.1% | -4.1% |
| YTD | -0.2% | +81.1% | -81.2% | -6.1% |
| 1Y | +10.7% | +106.5% | -95.8% | +2.6% |
| 3Y | +210.8% | +5.3% | +205.5% | +203.7% |
| 5Y | +238.2% | -11.5% | +249.8% | +234.5% |
| 10Y | +313.4% | +353.3% | -40.0% | +258.8% |
| All | +1,395.2% | +714.9% | +680.4% | +1,009.1% |
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