+400.4%
ALAB vs RL
+97.0%
+303.4%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | +2.0% | +7.7% | +8.4% |
| 7D | +7.2% | -0.8% | +8.0% | +7.9% |
| 30D | -2.5% | -7.8% | +5.2% | +2.5% |
| 3M | -13.3% | -4.0% | -9.3% | -11.3% |
| 6M | +172.8% | -1.9% | +174.7% | +170.0% |
| YTD | +86.6% | -0.2% | +86.7% | +80.1% |
| 1Y | +65.2% | +10.7% | +54.5% | +45.7% |
| All | +400.4% | +97.0% | +303.4% | +153.6% |
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