+68.3%
AU vs RL
+9.4%
+58.9%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +0.3% | -4.6% | -4.4% |
| 7D | -7.0% | -2.2% | -4.8% | -6.0% |
| 30D | +7.3% | -15.3% | +22.6% | +16.6% |
| 3M | +33.2% | -10.3% | +43.6% | +40.1% |
| 6M | -0.6% | -2.2% | +1.6% | -0.2% |
| YTD | +26.2% | -4.3% | +30.5% | +24.4% |
| 1Y | +68.3% | +8.9% | +59.4% | +51.3% |
| All | +68.3% | +9.4% | +58.9% | +51.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling