+121.7%
B vs RL
+245.5%
-123.8%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | +0.3% | -6.4% | -6.1% |
| 7D | +7.1% | +1.3% | +5.8% | +6.9% |
| 30D | -3.3% | +7.6% | -11.0% | -4.4% |
| 3M | -2.5% | -1.5% | -1.0% | -2.4% |
| 6M | -7.2% | +12.1% | -19.3% | -9.0% |
| YTD | -7.4% | +13.9% | -21.3% | -9.5% |
| 1Y | +16.4% | +20.7% | -4.2% | +13.0% |
| 3Y | +178.7% | +260.6% | -81.8% | +136.3% |
| 5Y | +121.7% | +248.9% | -127.2% | +78.0% |
| All | +121.7% | +245.5% | -123.8% | +78.0% |
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 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