+22.6%
D vs RL
+34.3%
-11.7%
-15.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +4.5% | 0.0% | +4.3% |
| 7D | +8.5% | +5.8% | +2.7% | +8.3% |
| 30D | +14.3% | +12.7% | +1.6% | +13.9% |
| 3M | +1.8% | +9.3% | -7.6% | +1.5% |
| 6M | +13.0% | +16.9% | -3.9% | +12.3% |
| YTD | +22.7% | +17.5% | +5.3% | +22.1% |
| 1Y | +22.6% | +34.6% | -12.0% | +20.3% |
| All | +22.6% | +34.3% | -11.7% | +20.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling