+1,258.3%
ALL vs RL
+1,366.2%
-107.9%
-77.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +2.0% | -3.4% | -1.9% |
| 7D | 0.0% | -0.8% | +0.8% | +0.2% |
| 30D | -1.5% | -7.8% | +6.3% | +0.6% |
| 3M | +23.6% | -4.0% | +27.6% | +24.3% |
| 6M | +22.3% | -1.9% | +24.2% | +21.1% |
| YTD | +26.5% | -0.2% | +26.7% | +24.3% |
| 1Y | +27.0% | +10.7% | +16.3% | +21.0% |
| 3Y | +149.6% | +210.8% | -61.2% | +71.6% |
| 5Y | +118.1% | +238.2% | -120.1% | +41.1% |
| 10Y | +369.0% | +313.4% | +55.6% | +160.3% |
| All | +1,258.3% | +1,366.2% | -107.9% | +365.5% |
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 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