+594.1%
EWT vs RL
+3,264.3%
-2,670.2%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.0% | -0.2% | +1.3% |
| 7D | +4.0% | -0.8% | +4.8% | +4.2% |
| 30D | +10.3% | -7.8% | +18.1% | +12.6% |
| 3M | +6.1% | -4.0% | +10.1% | +7.0% |
| 6M | +56.6% | -1.9% | +58.5% | +56.4% |
| YTD | +76.6% | -0.2% | +76.7% | +75.2% |
| 1Y | +97.9% | +10.7% | +87.2% | +90.3% |
| 3Y | +198.0% | +210.8% | -12.8% | +109.6% |
| 5Y | +151.8% | +238.2% | -86.5% | +67.9% |
| 10Y | +514.1% | +313.4% | +200.8% | +251.0% |
| All | +594.1% | +3,264.3% | -2,670.2% | +122.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling