+452.3%
EWT vs RL
+337.1%
+115.2%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.2% | +1.3% | +0.4% |
| 7D | +9.1% | +2.6% | +6.5% | +8.4% |
| 30D | -12.2% | +2.9% | -15.2% | -12.8% |
| 3M | -9.4% | 0.0% | -9.4% | -9.5% |
| 6M | +2.7% | +17.1% | -14.4% | -1.7% |
| YTD | +53.3% | +10.1% | +43.2% | +48.6% |
| 1Y | +59.2% | +17.3% | +41.9% | +51.8% |
| 3Y | +157.1% | +249.3% | -92.2% | +85.9% |
| 5Y | +119.6% | +240.9% | -121.3% | +55.9% |
| All | +452.3% | +337.1% | +115.2% | +275.3% |
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 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