+222.7%
B vs RL
+347.1%
-124.4%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.4% | -0.2% | -1.5% |
| 7D | -2.7% | -4.4% | +1.7% | -2.4% |
| 30D | -4.3% | +5.6% | -9.9% | -4.6% |
| 3M | -2.3% | -0.6% | -1.7% | -2.3% |
| 6M | -16.2% | +15.5% | -31.7% | -16.9% |
| YTD | -8.8% | +12.3% | -21.2% | -9.6% |
| 1Y | +11.4% | +19.3% | -8.0% | +10.2% |
| 3Y | +174.3% | +255.5% | -81.3% | +162.0% |
| 5Y | +116.2% | +247.1% | -130.9% | +105.1% |
| 10Y | +222.7% | +346.0% | -123.3% | +239.1% |
| All | +222.7% | +347.1% | -124.4% | +239.1% |
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