+5,571.6%
ANET vs RL
+183.1%
+5,388.5%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.1% | +1.7% | +1.0% |
| 7D | +3.0% | +1.9% | +1.1% | +2.4% |
| 30D | +3.3% | -12.2% | +15.5% | +7.7% |
| 3M | +24.7% | -6.6% | +31.3% | +26.7% |
| 6M | +46.7% | +3.2% | +43.6% | +43.6% |
| YTD | +48.8% | -1.3% | +50.1% | +47.3% |
| 1Y | +39.2% | +13.6% | +25.7% | +31.2% |
| 3Y | +296.9% | +210.9% | +86.0% | +173.5% |
| 5Y | +767.5% | +246.9% | +520.7% | +464.5% |
| 10Y | +3,734.5% | +310.1% | +3,424.4% | +2,163.4% |
| All | +5,571.6% | +183.1% | +5,388.5% | +3,485.7% |
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