+157.6%
B vs RL
+238.1%
-80.4%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +2.0% | -4.2% | -2.5% |
| 7D | -1.6% | -0.8% | -0.8% | -1.5% |
| 30D | +9.4% | -7.8% | +17.2% | +10.5% |
| 3M | +5.0% | -4.0% | +9.0% | +5.5% |
| 6M | -3.5% | -1.9% | -1.7% | -3.6% |
| YTD | +4.5% | -0.2% | +4.6% | +4.1% |
| 1Y | +67.8% | +10.7% | +57.1% | +65.4% |
| 3Y | +196.7% | +210.8% | -14.1% | +160.6% |
| All | +157.6% | +238.1% | -80.4% | +118.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling