+127.4%
ED vs RL
+356.1%
-228.7%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.4% | -1.0% | -2.3% |
| 7D | +1.6% | -4.2% | +5.8% | +1.9% |
| 30D | +13.3% | +4.3% | +9.0% | +13.0% |
| 3M | +9.7% | -4.6% | +14.3% | +9.9% |
| 6M | +12.8% | +1.7% | +11.1% | +12.4% |
| YTD | +22.3% | +7.3% | +15.0% | +21.4% |
| 1Y | +26.3% | +20.8% | +5.5% | +24.4% |
| 3Y | +45.0% | +247.0% | -201.9% | +28.7% |
| 5Y | +80.2% | +225.5% | -145.3% | +58.7% |
| All | +127.4% | +356.1% | -228.7% | +78.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling