+147.5%
B vs RL
+1,498.4%
-1,350.8%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -7.3% | +7.9% | +1.0% |
| 7D | +4.3% | -4.7% | +9.0% | +4.6% |
| 30D | -0.9% | +3.6% | -4.5% | -1.1% |
| 3M | -1.4% | +0.5% | -1.9% | -1.4% |
| 6M | +5.0% | +6.6% | -1.6% | +4.5% |
| YTD | -5.8% | +8.8% | -14.7% | -6.4% |
| 1Y | +25.6% | +21.8% | +3.8% | +24.1% |
| 3Y | +161.6% | +245.8% | -84.2% | +143.8% |
| 5Y | +135.2% | +230.0% | -94.8% | +118.2% |
| 10Y | +170.7% | +369.4% | -198.7% | +142.1% |
| All | +147.5% | +1,498.4% | -1,350.8% | +123.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling