+104.0%
ED vs RL
+304.3%
-200.3%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.1% | +2.0% | +1.0% |
| 7D | +0.5% | +1.9% | -1.4% | +0.4% |
| 30D | +1.1% | -12.2% | +13.3% | +1.8% |
| 3M | +4.6% | -6.6% | +11.3% | +4.9% |
| 6M | -2.0% | +3.2% | -5.1% | -2.4% |
| YTD | +11.7% | -1.3% | +13.0% | +11.4% |
| 1Y | +15.7% | +13.6% | +2.2% | +14.3% |
| 3Y | +34.4% | +210.9% | -176.5% | +20.1% |
| 5Y | +67.3% | +246.9% | -179.5% | +45.4% |
| 10Y | +104.0% | +310.1% | -206.1% | +65.9% |
| All | +104.0% | +304.3% | -200.3% | +65.9% |
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 2016-09-08 to 2026-09-08: 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling