+208.6%
B vs RL
+369.1%
-160.5%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | +0.3% | -6.4% | -6.1% |
| 7D | +7.1% | +1.3% | +5.8% | +7.0% |
| 30D | -3.3% | +7.6% | -11.0% | -3.8% |
| 3M | -2.5% | -1.5% | -1.0% | -2.5% |
| 6M | -7.2% | +12.1% | -19.3% | -7.9% |
| YTD | -7.4% | +13.9% | -21.3% | -8.2% |
| 1Y | +16.4% | +20.7% | -4.2% | +15.2% |
| 3Y | +178.7% | +260.6% | -81.8% | +166.1% |
| 5Y | +121.7% | +248.9% | -127.2% | +110.2% |
| 10Y | +208.6% | +355.9% | -147.3% | +219.4% |
| All | +208.6% | +369.1% | -160.5% | +219.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling