+33.9%
EL vs RL
+314.9%
-281.0%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +2.0% | +0.9% | +2.2% |
| 7D | +0.8% | -0.8% | +1.6% | +1.1% |
| 30D | +19.8% | -7.8% | +27.6% | +23.4% |
| 3M | +25.7% | -4.0% | +29.7% | +27.2% |
| 6M | +5.4% | -1.9% | +7.3% | +5.1% |
| YTD | +0.2% | -0.2% | +0.4% | -0.4% |
| 1Y | +20.4% | +10.7% | +9.8% | +14.8% |
| 3Y | -32.1% | +210.8% | -242.9% | -56.6% |
| 5Y | -67.2% | +238.2% | -305.4% | -80.1% |
| All | +33.9% | +314.9% | -281.0% | -24.4% |
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 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