+49.5%
EQT vs RL
+308.3%
-258.8%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.3% | +0.3% | +0.5% |
| 7D | -1.2% | -2.2% | +1.0% | -0.6% |
| 30D | +1.1% | -15.3% | +16.4% | +5.5% |
| 3M | +4.8% | -10.3% | +15.1% | +7.4% |
| 6M | -10.6% | -2.2% | -8.3% | -11.4% |
| YTD | +3.4% | -4.3% | +7.7% | +2.8% |
| 1Y | +8.7% | +8.9% | -0.2% | +3.9% |
| 3Y | +35.0% | +201.4% | -166.5% | -7.3% |
| 5Y | +204.2% | +230.6% | -26.3% | +98.0% |
| All | +49.5% | +308.3% | -258.8% | -11.8% |
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