+147.2%
AR vs RL
+238.1%
-90.8%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.0% | -2.7% | -1.2% |
| 7D | +2.5% | -0.8% | +3.3% | +2.7% |
| 30D | +14.8% | -7.8% | +22.6% | +17.2% |
| 3M | +6.2% | -4.0% | +10.2% | +6.7% |
| 6M | +4.3% | -1.9% | +6.2% | +2.7% |
| YTD | +14.4% | -0.2% | +14.5% | +11.5% |
| 1Y | +21.3% | +10.7% | +10.7% | +13.8% |
| 3Y | +39.8% | +210.8% | -171.0% | -12.4% |
| All | +147.2% | +238.1% | -90.8% | +35.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling