+15.9%
D vs RL
+15.3%
+0.7%
-15.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.2% | +1.4% | +0.3% |
| 7D | -1.4% | +2.6% | -4.0% | -1.5% |
| 30D | +7.7% | +2.9% | +4.8% | +7.7% |
| 3M | -0.3% | 0.0% | -0.3% | -0.3% |
| 6M | +10.1% | +17.1% | -7.0% | +9.5% |
| YTD | +19.1% | +10.1% | +8.9% | +18.8% |
| 1Y | +15.9% | +17.3% | -1.4% | +15.3% |
| All | +15.9% | +15.3% | +0.7% | +15.3% |
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