+112.4%
C vs RL
+240.9%
-128.5%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +5.8% | -3.4% | +0.3% |
| 7D | -0.9% | +0.2% | -1.2% | -1.1% |
| 30D | -5.4% | +7.3% | -12.7% | -8.0% |
| 3M | -9.2% | +1.0% | -10.2% | -9.8% |
| 6M | -1.8% | +11.8% | -13.6% | -7.1% |
| YTD | +6.7% | +13.6% | -6.9% | -0.1% |
| 1Y | +23.5% | +24.0% | -0.5% | +11.5% |
| 3Y | +219.8% | +256.6% | -36.8% | +87.8% |
| 5Y | +112.4% | +240.2% | -127.8% | +20.3% |
| All | +112.4% | +240.9% | -128.5% | +20.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling