+95.6%
F vs RL
+313.2%
-217.6%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +2.0% | -0.6% | +0.6% |
| 7D | +5.3% | -0.8% | +6.1% | +5.7% |
| 30D | +4.6% | -7.8% | +12.4% | +8.1% |
| 3M | -3.7% | -4.0% | +0.3% | -2.5% |
| 6M | +16.8% | -1.9% | +18.7% | +16.2% |
| YTD | +15.3% | -0.2% | +15.5% | +13.6% |
| 1Y | +31.0% | +10.7% | +20.3% | +22.7% |
| 3Y | +45.4% | +210.8% | -165.3% | -20.4% |
| 5Y | +54.7% | +238.2% | -183.6% | -20.1% |
| All | +95.6% | +313.2% | -217.6% | -12.2% |
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