+154.5%
EWT vs RL
+233.3%
-78.8%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.3% | +3.5% | +1.2% |
| 7D | +2.1% | -0.3% | +2.4% | +2.2% |
| 30D | +9.4% | -17.5% | +26.9% | +15.7% |
| 3M | +10.9% | -14.0% | +24.9% | +15.7% |
| 6M | +57.9% | -2.0% | +59.9% | +57.7% |
| YTD | +75.9% | -4.6% | +80.5% | +76.7% |
| 1Y | +89.7% | +9.5% | +80.2% | +82.4% |
| 3Y | +200.9% | +200.5% | +0.4% | +109.4% |
| 5Y | +154.5% | +226.3% | -71.8% | +67.6% |
| All | +154.5% | +233.3% | -78.8% | +67.6% |
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