+1,222.6%
D vs RL
+1,366.2%
-143.6%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.0% | -3.5% | -1.7% |
| 7D | +0.4% | -0.8% | +1.2% | +0.5% |
| 30D | -3.6% | -7.8% | +4.2% | -2.7% |
| 3M | -1.0% | -4.0% | +3.0% | -0.7% |
| 6M | +6.3% | -1.9% | +8.2% | +6.0% |
| YTD | +14.7% | -0.2% | +14.9% | +14.1% |
| 1Y | +16.9% | +10.7% | +6.3% | +14.7% |
| 3Y | +56.8% | +210.8% | -154.0% | +34.2% |
| 5Y | +5.2% | +238.2% | -233.0% | -12.4% |
| 10Y | +35.9% | +313.4% | -277.5% | +5.8% |
| All | +1,222.6% | +1,366.2% | -143.6% | +789.8% |
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 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