+68.2%
DD vs RL
+304.3%
-236.1%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.1% | +0.9% | +0.2% |
| 7D | -0.6% | +1.9% | -2.5% | -1.4% |
| 30D | -7.4% | -12.2% | +4.8% | -2.7% |
| 3M | -6.4% | -6.6% | +0.2% | -4.4% |
| 6M | -2.5% | +3.2% | -5.6% | -4.8% |
| YTD | +10.2% | -1.3% | +11.5% | +9.4% |
| 1Y | +36.9% | +13.6% | +23.4% | +28.2% |
| 3Y | +47.0% | +210.9% | -163.9% | -10.1% |
| 5Y | +63.1% | +246.9% | -183.7% | -7.6% |
| 10Y | +68.2% | +310.1% | -241.9% | -16.4% |
| All | +68.2% | +304.3% | -236.1% | -16.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling