+1,270.8%
D vs RL
+1,568.4%
-297.7%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +5.8% | -6.4% | -1.2% |
| 7D | +0.8% | +0.2% | +0.5% | +0.7% |
| 30D | +10.7% | +7.3% | +3.4% | +9.7% |
| 3M | +2.3% | +1.0% | +1.2% | +2.0% |
| 6M | +12.5% | +11.8% | +0.7% | +10.6% |
| YTD | +20.1% | +13.6% | +6.5% | +17.6% |
| 1Y | +15.6% | +24.0% | -8.5% | +11.9% |
| 3Y | +75.2% | +256.6% | -181.4% | +47.5% |
| 5Y | +14.6% | +240.2% | -225.6% | -4.5% |
| 10Y | +43.8% | +373.0% | -329.2% | +10.2% |
| All | +1,270.8% | +1,568.4% | -297.7% | +807.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling