+593.0%
BE vs RL
+228.8%
+364.1%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -1.4% | +4.8% | +4.2% |
| 7D | -14.7% | -4.2% | -10.6% | -12.5% |
| 30D | -40.5% | +4.3% | -44.8% | -41.8% |
| 3M | -24.3% | -4.6% | -19.7% | -22.5% |
| 6M | -39.3% | +1.7% | -41.0% | -40.2% |
| YTD | +99.4% | +7.3% | +92.0% | +89.6% |
| 1Y | +26.6% | +20.8% | +5.8% | +12.6% |
| 3Y | +1,616.9% | +247.0% | +1,370.0% | +725.5% |
| 5Y | +441.4% | +225.5% | +215.9% | +165.4% |
| All | +593.0% | +228.8% | +364.1% | +230.1% |
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