+207.2%
C vs RL
+342.1%
-135.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.8% | +0.7% | +0.2% |
| 7D | +4.7% | +2.4% | +2.4% | +3.6% |
| 30D | +0.2% | +4.6% | -4.4% | -1.9% |
| 3M | -9.3% | -1.1% | -8.2% | -9.3% |
| 6M | -0.8% | +16.5% | -17.4% | -8.8% |
| YTD | +8.5% | +11.4% | -2.9% | +1.3% |
| 1Y | +23.1% | +16.1% | +7.0% | +12.5% |
| 3Y | +220.8% | +252.6% | -31.8% | +70.6% |
| 5Y | +112.4% | +244.9% | -132.5% | +9.2% |
| All | +207.2% | +342.1% | -135.0% | +33.1% |
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 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