+24.9%
ESI vs RL
+15.3%
+9.7%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.2% | +0.4% | -0.3% |
| 7D | +5.5% | +2.6% | +2.9% | +4.4% |
| 30D | -7.8% | +2.9% | -10.7% | -8.9% |
| 3M | -15.0% | 0.0% | -15.0% | -15.0% |
| 6M | -24.9% | +17.1% | -42.0% | -31.3% |
| YTD | +33.2% | +10.1% | +23.1% | +22.2% |
| 1Y | +24.9% | +17.3% | +7.6% | +9.1% |
| All | +24.9% | +15.3% | +9.7% | +9.1% |
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