-17.9%
COMP vs RL
+226.8%
-244.7%
-85.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | -1.4% | +12.1% | +11.9% |
| 7D | +13.4% | -4.2% | +17.6% | +17.7% |
| 30D | +11.1% | +4.3% | +6.8% | +7.8% |
| 3M | -18.8% | -4.6% | -14.2% | -15.7% |
| 6M | +10.5% | +1.7% | +8.8% | +7.3% |
| YTD | -3.4% | +7.3% | -10.8% | -9.7% |
| 1Y | +19.7% | +20.8% | -1.1% | +0.9% |
| 3Y | +381.6% | +247.0% | +134.6% | +22.6% |
| All | -17.9% | +226.8% | -244.7% | -80.2% |
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