+1,296.6%
ET vs RL
+795.3%
+501.3%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.4% | +1.8% | +0.8% |
| 7D | -7.9% | -4.2% | -3.7% | -6.9% |
| 30D | -5.9% | +4.3% | -10.2% | -7.3% |
| 3M | -5.2% | -4.6% | -0.6% | -4.4% |
| 6M | +0.3% | +1.7% | -1.4% | -1.7% |
| YTD | +23.1% | +7.3% | +15.7% | +17.8% |
| 1Y | +22.7% | +20.8% | +1.9% | +13.1% |
| 3Y | +75.4% | +247.0% | -171.6% | +14.2% |
| 5Y | +202.6% | +225.5% | -22.8% | +94.2% |
| 10Y | +213.0% | +363.0% | -150.0% | +69.4% |
| All | +1,296.6% | +795.3% | +501.3% | +447.3% |
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