-4.9%
EQT vs RL
+34.3%
-39.2%
-28.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +4.5% | -7.7% | -3.1% |
| 7D | -6.6% | +5.8% | -12.4% | -6.5% |
| 30D | +2.7% | +12.7% | -10.0% | +2.7% |
| 3M | -0.2% | +9.3% | -9.5% | -0.1% |
| 6M | -10.6% | +16.9% | -27.5% | -10.3% |
| YTD | -1.2% | +17.5% | -18.6% | -1.6% |
| 1Y | -4.9% | +34.6% | -39.5% | -10.7% |
| All | -4.9% | +34.3% | -39.2% | -10.7% |
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