+29.4%
DOW vs RL
+11.4%
+18.0%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.1% | +1.6% | +0.4% |
| 7D | -2.9% | +1.9% | -4.8% | -2.8% |
| 30D | +2.0% | -12.2% | +14.2% | +1.6% |
| 3M | -12.5% | -6.6% | -5.9% | -12.7% |
| 6M | -9.2% | +3.2% | -12.4% | -12.0% |
| YTD | +30.8% | -1.3% | +32.1% | +27.2% |
| 1Y | +29.4% | +13.6% | +15.8% | +12.0% |
| All | +29.4% | +11.4% | +18.0% | +12.0% |
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