+41.6%
D vs RL
+356.1%
-314.5%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.4% | -0.1% | -1.3% |
| 7D | +3.0% | -4.2% | +7.1% | +3.4% |
| 30D | +11.5% | +4.3% | +7.2% | +10.9% |
| 3M | +3.7% | -4.6% | +8.3% | +4.2% |
| 6M | +13.5% | +1.7% | +11.8% | +12.8% |
| YTD | +20.7% | +7.3% | +13.4% | +18.9% |
| 1Y | +18.2% | +20.8% | -2.6% | +14.7% |
| 3Y | +73.3% | +247.0% | -173.7% | +44.1% |
| 5Y | +12.3% | +225.5% | -213.2% | -7.5% |
| All | +41.6% | +356.1% | -314.5% | +2.6% |
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