+2,500.5%
ETR vs RL
+1,476.5%
+1,024.0%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.4% | +1.6% | +0.4% |
| 7D | +0.4% | -4.2% | +4.6% | +0.9% |
| 30D | +7.5% | +4.3% | +3.3% | +6.9% |
| 3M | +4.4% | -4.6% | +9.0% | +4.9% |
| 6M | -1.5% | +1.7% | -3.3% | -2.2% |
| YTD | +21.8% | +7.3% | +14.4% | +19.8% |
| 1Y | +18.4% | +20.8% | -2.4% | +14.7% |
| 3Y | +148.5% | +247.0% | -98.4% | +107.2% |
| 5Y | +152.6% | +225.5% | -72.8% | +108.8% |
| 10Y | +354.5% | +363.0% | -8.6% | +243.3% |
| All | +2,500.5% | +1,476.5% | +1,024.0% | +1,578.3% |
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