+200.1%
EXC vs RL
+347.1%
-147.0%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.4% | +1.6% | +0.4% |
| 7D | -1.4% | -4.4% | +3.0% | -0.8% |
| 30D | +8.3% | +5.6% | +2.7% | +7.3% |
| 3M | +2.6% | -0.6% | +3.3% | +2.5% |
| 6M | +5.2% | +15.5% | -10.3% | +2.4% |
| YTD | +7.5% | +12.3% | -4.8% | +4.7% |
| 1Y | +3.2% | +19.3% | -16.2% | -0.6% |
| 3Y | +29.5% | +255.5% | -226.0% | -0.4% |
| 5Y | +39.7% | +247.1% | -207.4% | +5.0% |
| 10Y | +200.1% | +346.0% | -146.0% | +109.9% |
| All | +200.1% | +347.1% | -147.0% | +109.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling