+301.8%
RL vs DTE
+141.0%
+160.9%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.3% | +1.6% | +0.8% |
| 7D | -2.2% | -2.0% | -0.2% | -1.4% |
| 30D | -15.3% | -2.4% | -13.0% | -14.5% |
| 3M | -10.3% | -7.3% | -3.0% | -7.6% |
| 6M | -2.2% | -7.6% | +5.4% | +0.7% |
| YTD | -4.3% | +5.8% | -10.1% | -7.1% |
| 1Y | +8.9% | +2.3% | +6.5% | +7.1% |
| 3Y | +201.4% | +45.0% | +156.4% | +148.2% |
| 5Y | +230.6% | +33.2% | +197.4% | +179.5% |
| All | +301.8% | +141.0% | +160.9% | +181.3% |
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