+116.1%
EWT vs RL
+245.5%
-129.4%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.3% | -1.3% | -1.1% |
| 7D | -3.7% | +1.3% | -5.0% | -3.9% |
| 30D | -17.2% | +7.6% | -24.8% | -19.0% |
| 3M | -7.3% | -1.5% | -5.8% | -7.0% |
| 6M | -1.5% | +12.1% | -13.6% | -5.4% |
| YTD | +49.0% | +13.9% | +35.1% | +41.7% |
| 1Y | +50.6% | +20.7% | +30.0% | +40.5% |
| 3Y | +148.9% | +260.6% | -111.7% | +60.9% |
| 5Y | +116.1% | +248.9% | -132.8% | +35.3% |
| All | +116.1% | +245.5% | -129.4% | +35.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling