+82.6%
ED vs RL
+239.2%
-156.6%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.2% | +2.5% | +1.4% |
| 7D | +2.1% | +2.6% | -0.5% | +2.1% |
| 30D | +10.4% | +2.9% | +7.5% | +10.4% |
| 3M | +12.5% | 0.0% | +12.5% | +12.5% |
| 6M | +14.9% | +17.1% | -2.2% | +15.1% |
| YTD | +24.8% | +10.1% | +14.7% | +24.9% |
| 1Y | +23.8% | +17.3% | +6.5% | +24.0% |
| 3Y | +51.6% | +249.3% | -197.7% | +44.1% |
| All | +82.6% | +239.2% | -156.6% | +71.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling