+308.7%
A vs RL
+369.1%
-60.4%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.3% | -1.5% | -1.3% |
| 7D | +1.4% | +1.3% | +0.1% | +1.0% |
| 30D | +4.3% | +7.6% | -3.3% | +2.2% |
| 3M | +19.8% | -1.5% | +21.3% | +20.0% |
| 6M | +54.4% | +12.1% | +42.3% | +48.6% |
| YTD | +31.7% | +13.9% | +17.8% | +25.6% |
| 1Y | +22.4% | +20.7% | +1.8% | +14.9% |
| 3Y | +67.7% | +260.6% | -192.9% | +16.3% |
| 5Y | +15.7% | +248.9% | -233.1% | -21.0% |
| 10Y | +308.7% | +355.9% | -47.2% | +149.8% |
| All | +308.7% | +369.1% | -60.4% | +149.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RL.
Daily Out/Under-Performance
Portfolio return minus RL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RL 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 RL 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