+63.8%
EW vs RL
+257.6%
-193.8%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.4% | +3.1% | +2.0% |
| 7D | +6.5% | -4.4% | +10.9% | +7.2% |
| 30D | +22.5% | +5.6% | +16.9% | +21.2% |
| 3M | +13.0% | -0.6% | +13.6% | +12.9% |
| 6M | +37.1% | +15.5% | +21.7% | +33.1% |
| YTD | +24.1% | +12.3% | +11.8% | +20.6% |
| 1Y | +24.2% | +19.3% | +4.9% | +19.4% |
| All | +63.8% | +257.6% | -193.8% | +28.3% |
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 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