+476.0%
A vs RL
+2,670.6%
-2,194.6%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.0% | -1.4% | -0.1% |
| 7D | -1.9% | -0.8% | -1.1% | -1.7% |
| 30D | +6.9% | -7.8% | +14.7% | +9.5% |
| 3M | +9.2% | -4.0% | +13.2% | +10.1% |
| 6M | +25.7% | -1.9% | +27.6% | +24.9% |
| YTD | +11.5% | -0.2% | +11.7% | +10.0% |
| 1Y | +18.4% | +10.7% | +7.7% | +12.7% |
| 3Y | +26.6% | +210.8% | -184.2% | -15.6% |
| 5Y | -12.8% | +238.2% | -251.0% | -45.2% |
| 10Y | +247.2% | +313.4% | -66.2% | +82.5% |
| All | +476.0% | +2,670.6% | -2,194.6% | +96.4% |
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