+9.1%
EQT vs RL
+8.0%
+1.1%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.3% | +0.3% | +0.6% |
| 7D | -1.2% | -2.2% | +1.0% | -1.1% |
| 30D | +1.1% | -15.3% | +16.4% | +1.5% |
| 3M | +4.8% | -10.3% | +15.1% | +5.2% |
| 6M | -10.6% | -2.2% | -8.3% | -10.5% |
| YTD | +3.4% | -4.3% | +7.7% | +3.4% |
| All | +9.1% | +8.0% | +1.1% | +7.1% |
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