-8.8%
EFX vs RL
+22.6%
-31.5%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.3% | -0.3% | -0.1% |
| 7D | +0.3% | +1.3% | -1.0% | -0.1% |
| 30D | +29.1% | +7.6% | +21.5% | +27.4% |
| 3M | +4.3% | -1.5% | +5.8% | +4.2% |
| 6M | +7.7% | +12.1% | -4.3% | +5.6% |
| YTD | -12.5% | +13.9% | -26.4% | -14.0% |
| 1Y | -8.8% | +20.7% | -29.5% | -11.7% |
| All | -8.8% | +22.6% | -31.5% | -11.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling