+41.0%
EFX vs RL
+297.6%
-256.6%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -3.3% | +1.3% | -1.2% |
| 7D | -9.4% | -0.3% | -9.1% | -9.3% |
| 30D | -6.9% | -17.5% | +10.6% | -2.1% |
| 3M | +0.1% | -14.0% | +14.1% | +3.8% |
| 6M | -17.3% | -2.0% | -15.4% | -17.8% |
| YTD | -21.8% | -4.6% | -17.2% | -21.8% |
| 1Y | -32.5% | +9.5% | -42.0% | -35.2% |
| 3Y | -12.3% | +200.5% | -212.8% | -38.1% |
| 5Y | -36.6% | +226.3% | -262.9% | -57.1% |
| 10Y | +41.0% | +304.8% | -263.8% | -10.2% |
| All | +41.0% | +297.6% | -256.6% | -10.2% |
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