+368.4%
ALL vs RL
+369.1%
-0.7%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.3% | +2.6% | +2.8% |
| 7D | -0.1% | +1.3% | -1.5% | -0.5% |
| 30D | +13.8% | +7.6% | +6.2% | +12.1% |
| 3M | -2.8% | -1.5% | -1.3% | -2.7% |
| 6M | +23.7% | +12.1% | +11.6% | +19.9% |
| YTD | +27.3% | +13.9% | +13.4% | +22.4% |
| 1Y | +30.5% | +20.7% | +9.9% | +23.9% |
| 3Y | +113.0% | +260.6% | -147.6% | +53.5% |
| 5Y | +157.6% | +248.9% | -91.3% | +82.1% |
| 10Y | +368.4% | +355.9% | +12.5% | +194.8% |
| All | +368.4% | +369.1% | -0.7% | +194.8% |
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