+190.8%
EQT vs RL
+232.4%
-41.6%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.7% | -2.3% | -1.8% |
| 7D | -2.0% | -3.4% | +1.5% | -1.1% |
| 30D | 0.0% | -14.4% | +14.5% | +4.0% |
| 3M | +5.9% | -13.6% | +19.5% | +9.6% |
| 6M | -14.8% | +0.6% | -15.3% | -16.2% |
| YTD | +1.8% | -3.6% | +5.4% | +0.9% |
| 1Y | +7.4% | +8.3% | -1.0% | +2.5% |
| 3Y | +33.6% | +204.8% | -171.2% | -12.9% |
| All | +190.8% | +232.4% | -41.6% | +64.2% |
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 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