+102.2%
ED vs RL
+308.9%
-206.7%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +2.0% | -3.4% | -1.5% |
| 7D | -0.2% | -0.8% | +0.6% | -0.1% |
| 30D | -0.1% | -7.8% | +7.6% | +0.3% |
| 3M | +3.9% | -4.0% | +7.9% | +4.1% |
| 6M | -3.0% | -1.9% | -1.1% | -3.2% |
| YTD | +10.7% | -0.2% | +10.9% | +10.3% |
| 1Y | +13.3% | +10.7% | +2.7% | +12.2% |
| 3Y | +34.5% | +210.8% | -176.3% | +20.3% |
| 5Y | +67.1% | +238.2% | -171.1% | +45.8% |
| All | +102.2% | +308.9% | -206.7% | +64.3% |
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