+43.8%
EXC vs RL
+226.8%
-183.0%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.4% | -0.6% | -1.9% |
| 7D | -1.2% | -4.2% | +3.0% | -1.0% |
| 30D | +10.0% | +4.3% | +5.7% | +9.7% |
| 3M | +1.6% | -4.6% | +6.2% | +1.8% |
| 6M | +3.3% | +1.7% | +1.5% | +3.0% |
| YTD | +7.6% | +7.3% | +0.2% | +6.9% |
| 1Y | +3.5% | +20.8% | -17.3% | +2.2% |
| 3Y | +27.7% | +247.0% | -219.3% | +12.5% |
| All | +43.8% | +226.8% | -183.0% | +26.1% |
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