+59.2%
EWT vs RL
+15.3%
+43.9%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.2% | +1.3% | +0.5% |
| 7D | +9.1% | +2.6% | +6.5% | +8.1% |
| 30D | -12.2% | +2.9% | -15.2% | -12.6% |
| 3M | -9.4% | 0.0% | -9.4% | -9.1% |
| 6M | +2.7% | +17.1% | -14.4% | -2.4% |
| YTD | +53.3% | +10.1% | +43.2% | +47.0% |
| 1Y | +59.2% | +17.3% | +41.9% | +51.3% |
| All | +59.2% | +15.3% | +43.9% | +51.3% |
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 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