+1,458.7%
ET vs RL
+732.7%
+726.0%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.0% | -1.8% | -0.3% |
| 7D | +0.9% | -0.8% | +1.7% | +1.1% |
| 30D | +7.5% | -7.8% | +15.2% | +9.9% |
| 3M | +11.4% | -4.0% | +15.4% | +12.1% |
| 6M | +18.5% | -1.9% | +20.4% | +17.1% |
| YTD | +37.4% | -0.2% | +37.5% | +34.7% |
| 1Y | +30.9% | +10.7% | +20.3% | +24.0% |
| 3Y | +98.7% | +210.8% | -112.0% | +34.0% |
| 5Y | +230.7% | +238.2% | -7.5% | +109.2% |
| 10Y | +175.6% | +313.4% | -137.8% | +54.6% |
| All | +1,458.7% | +732.7% | +726.0% | +526.0% |
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