+220.1%
C vs RL
+397.7%
-177.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +5.8% | -3.4% | -0.1% |
| 7D | -0.9% | +0.2% | -1.2% | -1.1% |
| 30D | -5.4% | +7.3% | -12.7% | -8.4% |
| 3M | -9.2% | +1.0% | -10.2% | -10.0% |
| 6M | -1.8% | +11.8% | -13.6% | -8.0% |
| YTD | +6.7% | +13.6% | -6.9% | -1.3% |
| 1Y | +23.5% | +24.0% | -0.5% | +9.6% |
| 3Y | +219.8% | +256.6% | -36.8% | +69.0% |
| 5Y | +112.4% | +240.2% | -127.8% | +9.9% |
| 10Y | +220.1% | +373.0% | -152.9% | +36.8% |
| All | +220.1% | +397.7% | -177.6% | +36.8% |
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