-49.3%
COMP vs RL
+240.3%
-289.6%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | -1.4% | +12.1% | +11.8% |
| 7D | +13.4% | -4.2% | +17.6% | +17.4% |
| 30D | +11.1% | +4.3% | +6.8% | +8.0% |
| 3M | -18.8% | -4.6% | -14.2% | -15.9% |
| 6M | +10.5% | +1.7% | +8.8% | +7.7% |
| YTD | -3.4% | +7.3% | -10.8% | -9.0% |
| 1Y | +19.7% | +20.8% | -1.1% | +2.7% |
| 3Y | +381.6% | +247.0% | +134.6% | +48.6% |
| 5Y | -17.6% | +225.5% | -243.1% | -75.5% |
| All | -49.3% | +240.3% | -289.6% | -85.3% |
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 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