+121.7%
EW vs RL
+304.3%
-182.6%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.1% | -2.4% | -3.3% |
| 7D | -4.4% | +1.9% | -6.3% | -4.9% |
| 30D | -3.3% | -12.2% | +8.9% | -0.4% |
| 3M | +1.0% | -6.6% | +7.7% | +2.4% |
| 6M | +6.2% | +3.2% | +3.1% | +4.5% |
| YTD | +1.7% | -1.3% | +3.0% | +1.0% |
| 1Y | +8.1% | +13.6% | -5.5% | +3.4% |
| 3Y | +17.1% | +210.9% | -193.8% | -15.6% |
| 5Y | -29.4% | +246.9% | -276.2% | -51.8% |
| 10Y | +121.7% | +310.1% | -188.4% | +33.6% |
| All | +121.7% | +304.3% | -182.6% | +33.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling