+195.3%
B vs RL
+254.6%
-59.3%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +5.8% | -1.6% | +3.1% |
| 7D | +11.3% | +0.2% | +11.1% | +11.2% |
| 30D | +2.9% | +7.3% | -4.4% | +1.6% |
| 3M | -2.9% | +1.0% | -3.9% | -3.2% |
| 6M | -1.2% | +11.8% | -13.0% | -3.5% |
| YTD | -1.3% | +13.6% | -14.9% | -4.1% |
| 1Y | +30.4% | +24.0% | +6.4% | +25.5% |
| 3Y | +195.3% | +256.6% | -61.3% | +132.9% |
| All | +195.3% | +254.6% | -59.3% | +132.9% |
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