+6,438.2%
EW vs RL
+2,591.5%
+3,846.7%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.0% | -1.9% | -0.3% |
| 7D | -0.3% | -0.8% | +0.5% | -0.2% |
| 30D | +1.0% | -7.8% | +8.8% | +2.6% |
| 3M | +2.8% | -4.0% | +6.8% | +3.4% |
| 6M | +5.5% | -1.9% | +7.4% | +5.2% |
| YTD | +5.5% | -0.2% | +5.6% | +4.6% |
| 1Y | +11.0% | +10.7% | +0.4% | +7.7% |
| 3Y | +17.7% | +210.8% | -193.1% | -9.2% |
| 5Y | -25.7% | +238.2% | -264.0% | -44.7% |
| 10Y | +132.8% | +313.4% | -180.6% | +58.1% |
| All | +6,438.2% | +2,591.5% | +3,846.7% | +2,954.5% |
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