-30.1%
AR vs RL
+193.0%
-223.1%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -7.3% | +4.5% | -0.3% |
| 7D | -11.7% | -4.7% | -7.0% | -10.5% |
| 30D | +1.8% | +3.6% | -1.7% | +0.3% |
| 3M | +6.0% | +0.5% | +5.4% | +5.1% |
| 6M | -7.0% | +6.6% | -13.6% | -11.1% |
| YTD | +5.6% | +8.8% | -3.3% | -1.2% |
| 1Y | +10.8% | +21.8% | -10.9% | -0.9% |
| 3Y | +19.3% | +245.8% | -226.5% | -31.3% |
| 5Y | +73.3% | +230.0% | -156.6% | -1.9% |
| 10Y | +47.6% | +369.4% | -321.9% | -30.5% |
| All | -30.1% | +193.0% | -223.1% | -63.9% |
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