+166.1%
B vs RL
+240.1%
-73.9%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.4% | +1.9% | +0.8% |
| 7D | +9.6% | -4.2% | +13.7% | +10.4% |
| 30D | +3.5% | +4.3% | -0.7% | +2.8% |
| 3M | -1.6% | -4.6% | +3.0% | -0.9% |
| 6M | -1.7% | +1.7% | -3.4% | -2.3% |
| YTD | -5.3% | +7.3% | -12.7% | -7.0% |
| 1Y | +27.2% | +20.8% | +6.4% | +23.4% |
| 3Y | +166.1% | +247.0% | -80.9% | +119.8% |
| All | +166.1% | +240.1% | -73.9% | +119.8% |
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