+17.3%
RL vs DTE
+3.3%
+14.0%
-19.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.4% | -1.5% | -1.3% |
| 7D | +2.6% | +3.4% | -0.8% | +1.5% |
| 30D | +2.9% | +8.9% | -6.0% | +0.9% |
| 3M | 0.0% | +1.1% | -1.0% | -0.4% |
| 6M | +17.1% | +0.1% | +17.0% | +17.1% |
| YTD | +10.1% | +11.1% | -0.9% | +4.5% |
| 1Y | +17.3% | +4.9% | +12.4% | +15.4% |
| All | +17.3% | +3.3% | +14.0% | +15.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling