+310.8%
ESI vs RL
+397.7%
-86.9%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +5.8% | -0.7% | +2.7% |
| 7D | -3.5% | +0.2% | -3.7% | -3.6% |
| 30D | -9.3% | +7.3% | -16.6% | -12.1% |
| 3M | -12.8% | +1.0% | -13.8% | -13.7% |
| 6M | -24.6% | +11.8% | -36.4% | -29.2% |
| YTD | +32.7% | +13.6% | +19.1% | +23.8% |
| 1Y | +20.3% | +24.0% | -3.7% | +8.0% |
| 3Y | +80.2% | +256.6% | -176.4% | +1.1% |
| 5Y | +40.0% | +240.2% | -200.3% | -21.9% |
| 10Y | +310.8% | +373.0% | -62.2% | +107.3% |
| All | +310.8% | +397.7% | -86.9% | +107.3% |
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