+1,112.8%
EL vs RL
+1,476.5%
-363.7%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.4% | +3.6% | +2.6% |
| 7D | +0.8% | -4.2% | +4.9% | +2.0% |
| 30D | +16.5% | +4.3% | +12.3% | +15.1% |
| 3M | +29.2% | -4.6% | +33.8% | +30.7% |
| 6M | +27.9% | +1.7% | +26.2% | +26.5% |
| YTD | +6.2% | +7.3% | -1.2% | +3.5% |
| 1Y | +27.2% | +20.8% | +6.4% | +19.7% |
| 3Y | +3.2% | +247.0% | -243.7% | -28.1% |
| 5Y | -66.0% | +225.5% | -291.4% | -76.1% |
| 10Y | +58.3% | +363.0% | -304.7% | -4.7% |
| All | +1,112.8% | +1,476.5% | -363.7% | +407.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling