+588.6%
DD vs RL
+1,476.5%
-887.9%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.4% | +2.5% | +1.6% |
| 7D | +4.6% | -4.2% | +8.8% | +6.0% |
| 30D | +11.8% | +4.3% | +7.5% | +9.9% |
| 3M | +2.2% | -4.6% | +6.8% | +3.4% |
| 6M | -1.6% | +1.7% | -3.4% | -3.4% |
| YTD | +23.0% | +7.3% | +15.7% | +18.3% |
| 1Y | +26.9% | +20.8% | +6.1% | +17.0% |
| 3Y | +77.9% | +247.0% | -169.1% | +10.9% |
| 5Y | +59.9% | +225.5% | -165.6% | -0.2% |
| 10Y | +90.1% | +363.0% | -273.0% | -3.2% |
| All | +588.6% | +1,476.5% | -887.9% | +120.4% |
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 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