+11.9%
AU vs RL
+15.3%
-3.4%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.2% | -0.3% | -0.9% |
| 7D | -7.2% | +2.6% | -9.8% | -8.2% |
| 30D | -2.9% | +2.9% | -5.8% | -4.4% |
| 3M | -8.7% | 0.0% | -8.7% | -8.9% |
| 6M | -14.1% | +17.1% | -31.2% | -20.9% |
| YTD | +4.8% | +10.1% | -5.3% | -4.5% |
| 1Y | +11.9% | +17.3% | -5.4% | -3.6% |
| All | +11.9% | +15.3% | -3.4% | -3.6% |
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 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