-4.9%
DOW vs RL
+248.8%
-253.7%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.4% | -0.4% | -1.3% |
| 7D | -9.5% | -4.2% | -5.4% | -8.1% |
| 30D | +13.1% | +4.3% | +8.8% | +10.7% |
| 3M | +4.8% | -4.6% | +9.4% | +6.1% |
| 6M | -16.7% | +1.7% | -18.4% | -19.3% |
| YTD | +38.9% | +7.3% | +31.5% | +28.7% |
| 1Y | +48.3% | +20.8% | +27.5% | +29.8% |
| 3Y | -24.4% | +247.0% | -271.3% | -62.0% |
| 5Y | -29.2% | +225.5% | -254.7% | -65.0% |
| All | -4.9% | +248.8% | -253.7% | -60.1% |
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 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