+1,395.2%
RL vs DTE
+1,959.5%
-564.2%
-68.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.7% | +2.8% | +2.4% |
| 7D | -0.8% | +0.2% | -1.0% | -0.9% |
| 30D | -7.8% | -2.6% | -5.2% | -6.8% |
| 3M | -4.0% | -3.9% | -0.1% | -2.5% |
| 6M | -1.9% | -7.9% | +6.0% | +1.4% |
| YTD | -0.2% | +7.2% | -7.3% | -3.8% |
| 1Y | +10.7% | +3.1% | +7.6% | +8.5% |
| 3Y | +210.8% | +47.6% | +163.2% | +153.6% |
| 5Y | +238.2% | +32.7% | +205.5% | +186.3% |
| 10Y | +313.4% | +138.8% | +174.6% | +158.6% |
| All | +1,395.2% | +1,959.5% | -564.2% | +252.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling