+22.4%
A vs RL
+22.6%
-0.2%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | +2.5% |
| 3M | +19.8% | -1.5% | +21.3% | +19.7% |
| 6M | +54.4% | +12.1% | +42.3% | +49.6% |
| YTD | +31.7% | +13.9% | +17.8% | +24.7% |
| 1Y | +22.4% | +20.7% | +1.8% | +12.2% |
| All | +22.4% | +22.6% | -0.2% | +12.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling