-65.3%
EL vs RL
+239.2%
-304.5%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.2% | +2.3% | +1.7% |
| 7D | +1.5% | +2.6% | -1.1% | +0.1% |
| 30D | +10.0% | +2.9% | +7.1% | +8.2% |
| 3M | +28.4% | 0.0% | +28.4% | +27.9% |
| 6M | +37.1% | +17.1% | +19.9% | +24.1% |
| YTD | +7.8% | +10.1% | -2.3% | +0.8% |
| 1Y | +26.0% | +17.3% | +8.7% | +13.6% |
| 3Y | +3.8% | +249.3% | -245.5% | -50.0% |
| All | -65.3% | +239.2% | -304.5% | -83.9% |
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