+1,763.4%
EXC vs RL
+1,476.5%
+286.9%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.4% | -0.6% | -1.8% |
| 7D | -1.2% | -4.2% | +3.0% | -0.6% |
| 30D | +10.0% | +4.3% | +5.7% | +9.2% |
| 3M | +1.6% | -4.6% | +6.2% | +2.1% |
| 6M | +3.3% | +1.7% | +1.5% | +2.5% |
| YTD | +7.6% | +7.3% | +0.2% | +5.5% |
| 1Y | +3.5% | +20.8% | -17.3% | -0.3% |
| 3Y | +27.7% | +247.0% | -219.3% | +2.5% |
| 5Y | +41.1% | +225.5% | -184.3% | +12.1% |
| 10Y | +178.2% | +363.0% | -184.8% | +99.4% |
| All | +1,763.4% | +1,476.5% | +286.9% | +1,039.5% |
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