+518.4%
DD vs RL
+1,366.2%
-847.7%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.0% | -1.7% | -0.4% |
| 7D | -3.5% | -0.8% | -2.7% | -3.3% |
| 30D | -10.3% | -7.8% | -2.5% | -7.9% |
| 3M | -7.5% | -4.0% | -3.5% | -6.6% |
| 6M | -8.0% | -1.9% | -6.1% | -8.3% |
| YTD | +10.5% | -0.2% | +10.6% | +9.3% |
| 1Y | +38.3% | +10.7% | +27.6% | +31.7% |
| 3Y | +42.5% | +210.8% | -168.3% | -7.5% |
| 5Y | +60.2% | +238.2% | -178.1% | -1.6% |
| 10Y | +68.9% | +313.4% | -244.5% | -10.4% |
| All | +518.4% | +1,366.2% | -847.7% | +103.6% |
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 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