+182.6%
ESI vs RL
+191.1%
-8.5%
-80.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.4% | +3.3% | +2.5% |
| 7D | -8.5% | -4.2% | -4.4% | -7.0% |
| 30D | -15.7% | +4.3% | -19.9% | -17.3% |
| 3M | -18.2% | -4.6% | -13.6% | -17.1% |
| 6M | -28.8% | +1.7% | -30.6% | -30.4% |
| YTD | +26.3% | +7.3% | +18.9% | +20.7% |
| 1Y | +18.2% | +20.8% | -2.6% | +7.6% |
| 3Y | +68.1% | +247.0% | -178.9% | -3.2% |
| 5Y | +28.8% | +225.5% | -196.7% | -25.6% |
| 10Y | +329.8% | +363.0% | -33.2% | +104.7% |
| All | +182.6% | +191.1% | -8.5% | +42.7% |
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