+190.2%
B vs RL
+314.9%
-124.7%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +2.0% | -4.2% | -2.3% |
| 7D | -1.6% | -0.8% | -0.8% | -1.6% |
| 30D | +9.4% | -7.8% | +17.2% | +9.9% |
| 3M | +5.0% | -4.0% | +9.0% | +5.2% |
| 6M | -3.5% | -1.9% | -1.7% | -3.6% |
| YTD | +4.5% | -0.2% | +4.6% | +4.3% |
| 1Y | +67.8% | +10.7% | +57.1% | +66.9% |
| 3Y | +196.7% | +210.8% | -14.1% | +185.7% |
| 5Y | +151.9% | +238.2% | -86.3% | +141.2% |
| All | +190.2% | +314.9% | -124.7% | +199.5% |
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