-54.2%
COMP vs RL
+245.0%
-299.2%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.2% | -7.3% | -0.8% | -2.6% |
| 7D | -1.8% | -4.7% | +2.9% | +2.2% |
| 30D | -0.8% | +3.6% | -4.3% | -2.9% |
| 3M | -28.1% | +0.5% | -28.7% | -28.5% |
| 6M | +27.0% | +6.6% | +20.4% | +20.2% |
| YTD | -12.8% | +8.8% | -21.6% | -18.6% |
| 1Y | +4.9% | +21.8% | -16.9% | -10.4% |
| 3Y | +321.0% | +245.8% | +75.2% | +30.9% |
| 5Y | -25.6% | +230.0% | -255.6% | -78.1% |
| All | -54.2% | +245.0% | -299.2% | -86.9% |
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