+51.9%
DOW vs RL
+34.3%
+17.6%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +4.5% | -7.7% | -2.6% |
| 7D | -4.2% | +5.8% | -10.0% | -3.4% |
| 30D | +14.7% | +12.7% | +2.0% | +16.6% |
| 3M | +9.1% | +9.3% | -0.3% | +10.8% |
| 6M | -17.7% | +16.9% | -34.6% | -15.3% |
| YTD | +44.6% | +17.5% | +27.1% | +45.8% |
| 1Y | +51.9% | +34.6% | +17.3% | +42.1% |
| All | +51.9% | +34.3% | +17.6% | +42.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling