+55.3%
BE vs RL
+34.3%
+20.9%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +4.5% | -10.8% | -8.9% |
| 7D | -12.1% | +5.8% | -17.9% | -15.2% |
| 30D | -30.1% | +12.7% | -42.8% | -35.0% |
| 3M | -12.1% | +9.3% | -21.5% | -17.4% |
| 6M | -30.6% | +16.9% | -47.5% | -37.5% |
| YTD | +130.6% | +17.5% | +113.2% | +95.0% |
| 1Y | +55.3% | +34.6% | +20.6% | +11.3% |
| All | +55.3% | +34.3% | +20.9% | +11.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling