+911.5%
BE vs RL
+205.8%
+705.7%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +2.0% | +5.3% | +6.2% |
| 7D | +20.0% | -0.8% | +20.8% | +20.6% |
| 30D | +7.9% | -7.8% | +15.7% | +12.5% |
| 3M | -13.2% | -4.0% | -9.2% | -11.5% |
| 6M | +53.5% | -1.9% | +55.3% | +54.3% |
| YTD | +191.0% | -0.2% | +191.2% | +188.4% |
| 1Y | +360.5% | +10.7% | +349.8% | +330.1% |
| 3Y | +1,568.0% | +210.8% | +1,357.2% | +756.5% |
| 5Y | +1,055.2% | +238.2% | +817.0% | +457.4% |
| All | +911.5% | +205.8% | +705.7% | +402.2% |
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 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