+668.0%
BE vs RL
+237.3%
+430.6%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -1.2% | -3.8% | -4.3% |
| 7D | +10.8% | +2.6% | +8.2% | +9.4% |
| 30D | -19.8% | +2.9% | -22.7% | -20.7% |
| 3M | -18.7% | 0.0% | -18.7% | -18.7% |
| 6M | -33.7% | +17.1% | -50.8% | -39.6% |
| YTD | +121.0% | +10.1% | +110.8% | +107.3% |
| 1Y | +85.4% | +17.3% | +68.1% | +67.5% |
| 3Y | +1,709.5% | +249.3% | +1,460.2% | +767.8% |
| 5Y | +462.2% | +240.9% | +221.3% | +169.2% |
| All | +668.0% | +237.3% | +430.6% | +261.0% |
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 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