+1,298.9%
D vs RL
+1,498.4%
-199.5%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -7.3% | +7.2% | +0.7% |
| 7D | +6.9% | -4.7% | +11.6% | +7.5% |
| 30D | +12.3% | +3.6% | +8.8% | +11.8% |
| 3M | +3.0% | +0.5% | +2.5% | +2.8% |
| 6M | +12.8% | +6.6% | +6.2% | +11.5% |
| YTD | +22.6% | +8.8% | +13.7% | +20.6% |
| 1Y | +21.7% | +21.8% | -0.1% | +18.0% |
| 3Y | +83.9% | +245.8% | -161.9% | +55.4% |
| 5Y | +14.0% | +230.0% | -216.0% | -4.6% |
| 10Y | +45.6% | +369.4% | -323.9% | +11.7% |
| All | +1,298.9% | +1,498.4% | -199.5% | +831.3% |
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 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