+164.7%
B vs RL
+244.8%
-80.1%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -7.3% | +7.9% | +1.8% |
| 7D | +4.3% | -4.7% | +9.0% | +5.2% |
| 30D | -0.9% | +3.6% | -4.5% | -1.5% |
| 3M | -1.4% | +0.5% | -1.9% | -1.6% |
| 6M | +5.0% | +6.6% | -1.6% | +3.5% |
| YTD | -5.8% | +8.8% | -14.7% | -7.7% |
| 1Y | +25.6% | +21.8% | +3.8% | +21.6% |
| All | +164.7% | +244.8% | -80.1% | +118.0% |
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