+151.1%
ETR vs RL
+211.8%
-60.7%
-10.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.1% | +2.3% | +1.3% |
| 7D | +1.4% | +1.9% | -0.5% | +1.2% |
| 30D | +1.9% | -12.2% | +14.1% | +3.0% |
| 3M | +1.0% | -6.6% | +7.6% | +1.4% |
| 6M | +4.8% | +3.2% | +1.7% | +4.0% |
| YTD | +19.5% | -1.3% | +20.8% | +19.0% |
| 1Y | +28.1% | +13.6% | +14.5% | +25.7% |
| 3Y | +151.1% | +210.9% | -59.7% | +120.0% |
| All | +151.1% | +211.8% | -60.7% | +120.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling