-8.8%
EW vs RL
+243.2%
-252.0%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.8% | +0.8% | +0.2% |
| 7D | +4.9% | +2.4% | +2.6% | +4.3% |
| 30D | +24.1% | +4.6% | +19.5% | +22.5% |
| 3M | +13.7% | -1.1% | +14.8% | +13.7% |
| 6M | +32.7% | +16.5% | +16.2% | +26.7% |
| YTD | +24.1% | +11.4% | +12.7% | +19.2% |
| 1Y | +23.6% | +16.1% | +7.5% | +17.4% |
| 3Y | +64.8% | +252.6% | -187.8% | +7.7% |
| 5Y | -8.8% | +244.9% | -253.7% | -41.6% |
| All | -8.8% | +243.2% | -252.0% | -41.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling