+54.3%
AR vs RL
+337.1%
-282.7%
-97.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.2% | +1.2% | +0.5% |
| 7D | +7.4% | +2.6% | +4.8% | +6.3% |
| 30D | +5.8% | +2.9% | +2.8% | +4.2% |
| 3M | +5.2% | 0.0% | +5.2% | +4.4% |
| 6M | +5.4% | +17.1% | -11.7% | -2.7% |
| YTD | +12.4% | +10.1% | +2.3% | +4.2% |
| 1Y | +12.8% | +17.3% | -4.5% | +1.7% |
| 3Y | +47.2% | +249.3% | -202.1% | -19.3% |
| 5Y | +101.1% | +240.9% | -139.8% | +7.0% |
| All | +54.3% | +337.1% | -282.7% | -24.0% |
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