+61.9%
EL vs RL
+342.1%
-280.2%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.8% | -0.8% | -1.3% |
| 7D | +2.7% | +2.4% | +0.3% | +1.7% |
| 30D | +10.8% | +4.6% | +6.2% | +8.8% |
| 3M | +26.5% | -1.1% | +27.6% | +26.7% |
| 6M | +31.1% | +16.5% | +14.6% | +22.2% |
| YTD | +6.6% | +11.4% | -4.8% | +1.2% |
| 1Y | +21.8% | +16.1% | +5.7% | +13.6% |
| 3Y | +1.8% | +252.6% | -250.9% | -38.4% |
| 5Y | -65.6% | +244.9% | -310.5% | -79.4% |
| All | +61.9% | +342.1% | -280.2% | -8.5% |
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