-50.2%
COMP vs RL
+272.3%
-322.5%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | +4.5% | +3.2% | +4.3% |
| 7D | +9.5% | +5.8% | +3.7% | +5.1% |
| 30D | +8.1% | +12.7% | -4.7% | -1.0% |
| 3M | -16.3% | +9.3% | -25.7% | -22.0% |
| 6M | +42.2% | +16.9% | +25.3% | +25.3% |
| YTD | -5.0% | +17.5% | -22.5% | -16.4% |
| 1Y | +20.1% | +34.6% | -14.5% | -5.1% |
| 3Y | +358.4% | +273.2% | +85.2% | +34.3% |
| 5Y | -21.9% | +265.2% | -287.2% | -78.4% |
| All | -50.2% | +272.3% | -322.5% | -86.5% |
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 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