+69.0%
F vs RL
+347.1%
-278.1%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.4% | +1.1% | +0.4% |
| 7D | -2.1% | -4.4% | +2.2% | -0.4% |
| 30D | +3.3% | +5.6% | -2.3% | +0.6% |
| 3M | -11.3% | -0.6% | -10.7% | -11.5% |
| 6M | +5.3% | +15.5% | -10.1% | -2.6% |
| YTD | -2.2% | +12.3% | -14.6% | -8.9% |
| 1Y | -3.5% | +19.3% | -22.9% | -12.7% |
| 3Y | +49.5% | +255.5% | -206.0% | -23.1% |
| 5Y | -13.5% | +247.1% | -260.6% | -55.9% |
| 10Y | +69.0% | +346.0% | -277.0% | -27.5% |
| All | +69.0% | +347.1% | -278.1% | -27.5% |
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 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