+324.6%
RL vs DTE
+151.2%
+173.4%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.4% | -0.5% | -0.7% |
| 7D | +2.4% | +3.2% | -0.8% | +1.0% |
| 30D | +4.6% | +8.5% | -3.9% | +1.1% |
| 3M | -1.1% | +1.3% | -2.4% | -1.7% |
| 6M | +16.5% | -0.7% | +17.2% | +16.7% |
| YTD | +11.4% | +10.6% | +0.8% | +6.0% |
| 1Y | +16.1% | +2.6% | +13.4% | +14.1% |
| 3Y | +252.6% | +56.5% | +196.1% | +180.1% |
| 5Y | +244.9% | +46.7% | +198.1% | +177.6% |
| All | +324.6% | +151.2% | +173.4% | +168.1% |
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