+48.4%
D vs RL
+347.1%
-298.8%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.4% | +0.9% | -0.3% |
| 7D | -2.4% | -4.4% | +1.9% | -2.0% |
| 30D | +9.0% | +5.6% | +3.4% | +8.2% |
| 3M | +1.0% | -0.6% | +1.6% | +0.9% |
| 6M | +11.0% | +15.5% | -4.5% | +8.7% |
| YTD | +19.8% | +12.3% | +7.4% | +17.3% |
| 1Y | +16.0% | +19.3% | -3.3% | +12.7% |
| 3Y | +74.4% | +255.5% | -181.2% | +44.2% |
| 5Y | +13.5% | +247.1% | -233.5% | -7.4% |
| 10Y | +48.4% | +346.0% | -297.7% | +8.8% |
| All | +48.4% | +347.1% | -298.8% | +8.8% |
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