-29.9%
COMP vs RL
+238.1%
-268.0%
-88.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.0% | -1.5% | -1.1% |
| 7D | +1.4% | -0.8% | +2.2% | +2.0% |
| 30D | -13.3% | -7.8% | -5.6% | -8.0% |
| 3M | +41.1% | -4.0% | +45.1% | +44.7% |
| 6M | +17.2% | -1.9% | +19.1% | +18.2% |
| YTD | +5.2% | -0.2% | +5.4% | +4.3% |
| 1Y | +18.9% | +10.7% | +8.3% | +7.4% |
| 3Y | +215.9% | +210.8% | +5.1% | -3.6% |
| All | -29.9% | +238.1% | -268.0% | -81.5% |
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