+99.7%
DD vs RL
+369.1%
-269.4%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.3% | +0.8% | +1.0% |
| 7D | +2.2% | +1.3% | +0.9% | +1.6% |
| 30D | +20.7% | +7.6% | +13.0% | +17.0% |
| 3M | +11.3% | -1.5% | +12.8% | +11.5% |
| 6M | +6.0% | +12.1% | -6.1% | -0.1% |
| YTD | +31.7% | +13.9% | +17.8% | +23.1% |
| 1Y | +32.2% | +20.7% | +11.6% | +20.6% |
| 3Y | +92.7% | +260.6% | -167.9% | +10.7% |
| 5Y | +72.1% | +248.9% | -176.7% | -2.7% |
| 10Y | +99.7% | +355.9% | -256.2% | -7.6% |
| All | +99.7% | +369.1% | -269.4% | -7.6% |
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 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