+3,847.4%
ANET vs RL
+311.3%
+3,536.1%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +0.7% | +4.9% | +5.4% |
| 7D | +3.0% | -3.4% | +6.4% | +4.2% |
| 30D | -5.2% | -14.4% | +9.3% | -0.2% |
| 3M | +27.6% | -13.6% | +41.2% | +33.3% |
| 6M | +44.4% | +0.6% | +43.8% | +42.4% |
| YTD | +52.3% | -3.6% | +55.9% | +51.9% |
| 1Y | +30.4% | +8.3% | +22.1% | +24.5% |
| 3Y | +313.3% | +204.8% | +108.5% | +185.0% |
| 5Y | +810.0% | +232.9% | +577.1% | +495.4% |
| All | +3,847.4% | +311.3% | +3,536.1% | +2,421.3% |
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