+319.7%
RL vs DTE
+152.1%
+167.6%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.4% | -1.5% | -1.3% |
| 7D | +2.6% | +3.4% | -0.8% | +1.1% |
| 30D | +2.9% | +8.9% | -6.0% | -0.7% |
| 3M | 0.0% | +1.1% | -1.0% | -0.4% |
| 6M | +17.1% | +0.1% | +17.0% | +16.8% |
| YTD | +10.1% | +11.1% | -0.9% | +4.6% |
| 1Y | +17.3% | +4.9% | +12.4% | +14.2% |
| 3Y | +249.3% | +58.6% | +190.8% | +175.8% |
| 5Y | +240.9% | +47.3% | +193.6% | +174.0% |
| All | +319.7% | +152.1% | +167.6% | +164.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DTE.
Daily Out/Under-Performance
Portfolio return minus DTE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DTE 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 10y: compounded portfolio wealth divided by compounded DTE 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…
10y analysis · Full analysis span regression · 6 months rolling