+60.2%
EWT vs RL
+18.2%
+42.0%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | -1.4% | +7.2% | +6.3% |
| 7D | +3.2% | -4.4% | +7.6% | +4.9% |
| 30D | -12.3% | +5.6% | -17.9% | -13.5% |
| 3M | -3.6% | -0.6% | -3.0% | -3.1% |
| 6M | +3.1% | +15.5% | -12.3% | -1.6% |
| YTD | +57.7% | +12.3% | +45.4% | +50.0% |
| All | +60.2% | +18.2% | +42.0% | +50.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling