+25.7%
ET vs RL
+17.3%
+8.4%
-11.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.8% | +0.7% | -0.2% |
| 7D | +3.0% | +2.4% | +0.7% | +3.2% |
| 30D | -3.5% | +4.6% | -8.0% | -3.0% |
| 3M | -5.6% | -1.1% | -4.5% | -5.5% |
| 6M | +0.5% | +16.5% | -16.0% | +2.4% |
| YTD | +26.3% | +11.4% | +14.9% | +28.7% |
| 1Y | +25.7% | +16.1% | +9.6% | +28.2% |
| All | +25.7% | +17.3% | +8.4% | +28.2% |
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