+1,233.4%
ALL vs RL
+1,476.5%
-243.2%
-77.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -1.4% | -3.1% | -4.1% |
| 7D | -1.9% | -4.2% | +2.2% | -0.9% |
| 30D | +13.8% | +4.3% | +9.5% | +12.4% |
| 3M | -7.0% | -4.6% | -2.4% | -6.1% |
| 6M | +18.0% | +1.7% | +16.3% | +16.0% |
| YTD | +24.2% | +7.3% | +16.9% | +19.5% |
| 1Y | +31.2% | +20.8% | +10.4% | +22.0% |
| 3Y | +107.5% | +247.0% | -139.4% | +38.3% |
| 5Y | +144.8% | +225.5% | -80.7% | +60.9% |
| 10Y | +375.8% | +363.0% | +12.7% | +155.7% |
| All | +1,233.4% | +1,476.5% | -243.2% | +347.4% |
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