+568.3%
A vs RL
+2,879.1%
-2,310.9%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.4% | +3.1% | +2.2% |
| 7D | -0.1% | -4.2% | +4.1% | +1.2% |
| 30D | +3.4% | +4.3% | -0.9% | +1.9% |
| 3M | +23.8% | -4.6% | +28.4% | +25.3% |
| 6M | +49.0% | +1.7% | +47.3% | +46.5% |
| YTD | +29.4% | +7.3% | +22.0% | +24.5% |
| 1Y | +19.4% | +20.8% | -1.4% | +10.5% |
| 3Y | +66.2% | +247.0% | -180.8% | +6.9% |
| 5Y | +15.8% | +225.5% | -209.7% | -26.0% |
| 10Y | +326.1% | +363.0% | -36.9% | +115.5% |
| All | +568.3% | +2,879.1% | -2,310.9% | +122.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling