+202.6%
RL vs DTE
+45.3%
+157.3%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.3% | +1.6% | +0.5% |
| 7D | -2.2% | -2.0% | -0.2% | -1.9% |
| 30D | -15.3% | -2.4% | -13.0% | -15.0% |
| 3M | -10.3% | -7.3% | -3.0% | -9.2% |
| 6M | -2.2% | -7.6% | +5.4% | -0.9% |
| YTD | -4.3% | +5.8% | -10.1% | -5.2% |
| 1Y | +8.9% | +2.3% | +6.5% | +8.4% |
| All | +202.6% | +45.3% | +157.3% | +177.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling