+468.2%
EWT vs RL
+345.8%
+122.4%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | -1.4% | +7.2% | +6.2% |
| 7D | +3.2% | -4.4% | +7.6% | +4.5% |
| 30D | -12.3% | +5.6% | -17.9% | -13.4% |
| 3M | -3.6% | -0.6% | -3.0% | -3.6% |
| 6M | +3.1% | +15.5% | -12.3% | -0.9% |
| YTD | +57.7% | +12.3% | +45.4% | +52.2% |
| 1Y | +60.3% | +19.3% | +40.9% | +52.2% |
| 3Y | +163.4% | +255.5% | -92.2% | +89.6% |
| 5Y | +127.4% | +247.1% | -119.6% | +60.7% |
| All | +468.2% | +345.8% | +122.4% | +284.2% |
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