+226.3%
RL vs DTE
+31.9%
+194.3%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.9% | -2.5% | -3.1% |
| 7D | -0.3% | 0.0% | -0.3% | -0.3% |
| 30D | -17.5% | -0.5% | -17.0% | -17.4% |
| 3M | -14.0% | -6.0% | -8.0% | -12.6% |
| 6M | -2.0% | -7.2% | +5.2% | -0.1% |
| YTD | -4.6% | +7.2% | -11.8% | -6.7% |
| 1Y | +9.5% | +4.1% | +5.4% | +8.0% |
| 3Y | +200.5% | +46.9% | +153.6% | +161.3% |
| 5Y | +226.3% | +32.9% | +193.4% | +187.1% |
| All | +226.3% | +31.9% | +194.3% | +187.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling