+605.8%
AU vs RL
+198.9%
+406.9%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.3% | +4.0% | +1.5% |
| 7D | +0.6% | -0.3% | +0.9% | +0.7% |
| 30D | +12.3% | -17.5% | +29.8% | +17.6% |
| 3M | +29.4% | -14.0% | +43.3% | +34.0% |
| 6M | +3.2% | -2.0% | +5.2% | +3.9% |
| YTD | +31.8% | -4.6% | +36.4% | +32.8% |
| 1Y | +83.4% | +9.5% | +73.9% | +81.4% |
| All | +605.8% | +198.9% | +406.9% | +443.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling