+2,144.3%
EQT vs RL
+1,301.1%
+843.2%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.3% | +2.5% | -0.1% |
| 7D | -2.0% | -0.3% | -1.7% | -2.0% |
| 30D | +1.0% | -17.5% | +18.5% | +5.6% |
| 3M | +4.0% | -14.0% | +18.0% | +7.4% |
| 6M | -11.7% | -2.0% | -9.7% | -12.4% |
| YTD | +2.8% | -4.6% | +7.4% | +2.4% |
| 1Y | +10.0% | +9.5% | +0.5% | +5.8% |
| 3Y | +34.1% | +200.5% | -166.3% | -1.4% |
| 5Y | +195.3% | +226.3% | -31.0% | +108.9% |
| 10Y | +51.6% | +304.8% | -253.2% | -4.2% |
| All | +2,144.3% | +1,301.1% | +843.2% | +982.7% |
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 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