+7,464.4%
EW vs RL
+2,971.2%
+4,493.2%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.3% | -0.9% | -0.7% |
| 7D | +9.3% | +1.3% | +7.9% | +8.9% |
| 30D | +22.1% | +7.6% | +14.4% | +20.2% |
| 3M | +13.0% | -1.5% | +14.5% | +13.1% |
| 6M | +30.1% | +12.1% | +18.0% | +26.4% |
| YTD | +22.0% | +13.9% | +8.1% | +17.7% |
| 1Y | +23.7% | +20.7% | +3.0% | +17.9% |
| 3Y | +62.0% | +260.6% | -198.6% | +21.3% |
| 5Y | -12.4% | +248.9% | -261.3% | -35.1% |
| 10Y | +236.1% | +355.9% | -119.8% | +123.4% |
| All | +7,464.4% | +2,971.2% | +4,493.2% | +3,337.7% |
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 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