+31.0%
C vs RL
+1,366.2%
-1,335.1%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.0% | -2.3% | -1.2% |
| 7D | +3.6% | -0.8% | +4.4% | +4.0% |
| 30D | +0.1% | -7.8% | +7.8% | +3.6% |
| 3M | +2.4% | -4.0% | +6.4% | +3.6% |
| 6M | +24.9% | -1.9% | +26.8% | +23.9% |
| YTD | +19.8% | -0.2% | +20.0% | +17.6% |
| 1Y | +44.9% | +10.7% | +34.2% | +34.7% |
| 3Y | +263.0% | +210.8% | +52.2% | +99.5% |
| 5Y | +129.5% | +238.2% | -108.7% | +15.0% |
| 10Y | +291.6% | +313.4% | -21.8% | +62.4% |
| All | +31.0% | +1,366.2% | -1,335.1% | -73.8% |
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 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