+224.6%
ESI vs RL
+170.7%
+53.9%
-80.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +2.0% | +0.9% | +2.1% |
| 7D | +3.3% | -0.8% | +4.1% | +3.7% |
| 30D | -5.9% | -7.8% | +1.9% | -2.9% |
| 3M | -14.1% | -4.0% | -10.1% | -13.1% |
| 6M | +6.6% | -1.9% | +8.5% | +6.3% |
| YTD | +45.0% | -0.2% | +45.2% | +43.4% |
| 1Y | +41.5% | +10.7% | +30.8% | +33.9% |
| 3Y | +78.8% | +210.8% | -132.0% | +8.0% |
| 5Y | +70.9% | +238.2% | -167.3% | -2.7% |
| 10Y | +317.1% | +313.4% | +3.7% | +108.4% |
| All | +224.6% | +170.7% | +53.9% | +69.5% |
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