+370.0%
ALL vs RL
+342.1%
+27.8%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.8% | +2.5% | +1.9% |
| 7D | 0.0% | +2.4% | -2.4% | -0.5% |
| 30D | +12.8% | +4.6% | +8.3% | +11.7% |
| 3M | +4.7% | -1.1% | +5.8% | +4.7% |
| 6M | +24.9% | +16.5% | +8.4% | +20.2% |
| YTD | +30.0% | +11.4% | +18.6% | +25.5% |
| 1Y | +29.9% | +16.1% | +13.9% | +24.2% |
| 3Y | +117.5% | +252.6% | -135.1% | +57.5% |
| 5Y | +161.7% | +244.9% | -83.2% | +85.4% |
| All | +370.0% | +342.1% | +27.8% | +197.5% |
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