+223.5%
C vs RL
+356.1%
-132.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.4% | +1.9% | +1.1% |
| 7D | -2.4% | -4.2% | +1.8% | -0.6% |
| 30D | -6.0% | +4.3% | -10.3% | -7.8% |
| 3M | -10.5% | -4.6% | -6.0% | -9.1% |
| 6M | -5.7% | +1.7% | -7.4% | -8.0% |
| YTD | +4.1% | +7.3% | -3.2% | -1.2% |
| 1Y | +20.5% | +20.8% | -0.3% | +8.1% |
| 3Y | +208.1% | +247.0% | -38.8% | +64.6% |
| 5Y | +110.4% | +225.5% | -115.0% | +10.9% |
| All | +223.5% | +356.1% | -132.6% | +40.8% |
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