+39.2%
ESI vs RL
+11.4%
+27.7%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.1% | +1.7% | +1.1% |
| 7D | +5.4% | +1.9% | +3.5% | +4.5% |
| 30D | -4.2% | -12.2% | +8.0% | +1.5% |
| 3M | -9.6% | -6.6% | -3.0% | -7.6% |
| 6M | +18.3% | +3.2% | +15.2% | +13.0% |
| YTD | +45.8% | -1.3% | +47.1% | +41.4% |
| 1Y | +39.2% | +13.6% | +25.6% | +21.1% |
| All | +39.2% | +11.4% | +27.7% | +21.1% |
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