+49.1%
D vs RL
+337.1%
-287.9%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.2% | +1.4% | +0.4% |
| 7D | -1.4% | +2.6% | -4.0% | -1.7% |
| 30D | +7.7% | +2.9% | +4.8% | +7.3% |
| 3M | -0.3% | 0.0% | -0.3% | -0.4% |
| 6M | +10.1% | +17.1% | -7.0% | +7.6% |
| YTD | +19.1% | +10.1% | +8.9% | +16.9% |
| 1Y | +15.9% | +17.3% | -1.4% | +12.8% |
| 3Y | +75.0% | +249.3% | -174.3% | +44.9% |
| 5Y | +13.4% | +240.9% | -227.5% | -7.5% |
| All | +49.1% | +337.1% | -287.9% | +12.2% |
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 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