+502.6%
EWT vs RL
+308.3%
+194.3%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.3% | -2.9% | -2.6% |
| 7D | -1.1% | -2.2% | +1.1% | -0.6% |
| 30D | +4.8% | -15.3% | +20.1% | +9.1% |
| 3M | +11.1% | -10.3% | +21.5% | +13.9% |
| 6M | +54.6% | -2.2% | +56.9% | +54.6% |
| YTD | +71.4% | -4.3% | +75.7% | +72.1% |
| 1Y | +82.1% | +8.9% | +73.2% | +76.9% |
| 3Y | +193.2% | +201.4% | -8.2% | +120.3% |
| 5Y | +146.1% | +230.6% | -84.5% | +76.9% |
| All | +502.6% | +308.3% | +194.3% | +312.0% |
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