+246.4%
A vs RL
+314.9%
-68.5%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.0% | -1.4% | +0.1% |
| 7D | -1.9% | -0.8% | -1.1% | -1.8% |
| 30D | +6.9% | -7.8% | +14.7% | +9.1% |
| 3M | +9.2% | -4.0% | +13.2% | +10.0% |
| 6M | +25.7% | -1.9% | +27.6% | +25.1% |
| YTD | +11.5% | -0.2% | +11.7% | +10.3% |
| 1Y | +18.4% | +10.7% | +7.7% | +13.7% |
| 3Y | +26.6% | +210.8% | -184.2% | -8.9% |
| 5Y | -12.8% | +238.2% | -251.0% | -40.1% |
| All | +246.4% | +314.9% | -68.5% | +121.3% |
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