+641.7%
BE vs RL
+249.0%
+392.7%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +0.3% | -4.6% | -4.5% |
| 7D | -13.4% | +1.3% | -14.7% | -13.6% |
| 30D | -33.9% | +7.6% | -41.5% | -36.3% |
| 3M | -12.0% | -1.5% | -10.5% | -11.2% |
| 6M | -29.0% | +12.1% | -41.0% | -33.8% |
| YTD | +113.4% | +13.9% | +99.5% | +96.5% |
| 1Y | +33.2% | +20.7% | +12.5% | +18.8% |
| 3Y | +1,659.2% | +260.6% | +1,398.6% | +729.0% |
| 5Y | +461.4% | +248.9% | +212.5% | +165.1% |
| All | +641.7% | +249.0% | +392.7% | +242.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling