+235.5%
EW vs RL
+356.1%
-120.6%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.4% | +2.7% | +1.6% |
| 7D | +11.0% | -4.2% | +15.2% | +12.0% |
| 30D | +19.1% | +4.3% | +14.8% | +17.8% |
| 3M | +14.4% | -4.6% | +18.9% | +15.4% |
| 6M | +22.8% | +1.7% | +21.0% | +21.3% |
| YTD | +19.8% | +7.3% | +12.5% | +16.4% |
| 1Y | +23.9% | +20.8% | +3.1% | +16.8% |
| 3Y | +52.2% | +247.0% | -194.7% | +6.8% |
| 5Y | -13.9% | +225.5% | -239.4% | -40.1% |
| All | +235.5% | +356.1% | -120.6% | +99.7% |
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