+15.2%
D vs RL
+226.8%
-211.6%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.4% | -0.1% | -1.4% |
| 7D | +3.0% | -4.2% | +7.1% | +3.3% |
| 30D | +11.5% | +4.3% | +7.2% | +11.1% |
| 3M | +3.7% | -4.6% | +8.3% | +4.0% |
| 6M | +13.5% | +1.7% | +11.8% | +13.1% |
| YTD | +20.7% | +7.3% | +13.4% | +19.5% |
| 1Y | +18.2% | +20.8% | -2.6% | +15.8% |
| 3Y | +73.3% | +247.0% | -173.7% | +50.3% |
| All | +15.2% | +226.8% | -211.6% | +0.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling