+151.3%
F vs RL
+1,498.4%
-1,347.1%
-95.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -7.3% | +6.2% | +1.7% |
| 7D | +1.4% | -4.7% | +6.1% | +3.2% |
| 30D | +2.0% | +3.6% | -1.5% | +0.5% |
| 3M | -10.4% | +0.5% | -10.9% | -10.9% |
| 6M | +9.7% | +6.6% | +3.1% | +5.7% |
| YTD | -1.2% | +8.8% | -10.0% | -5.8% |
| 1Y | 0.0% | +21.8% | -21.7% | -8.8% |
| 3Y | +41.1% | +245.8% | -204.7% | -17.9% |
| 5Y | -11.4% | +230.0% | -241.4% | -47.9% |
| 10Y | +85.0% | +369.4% | -284.5% | -11.9% |
| All | +151.3% | +1,498.4% | -1,347.1% | -32.7% |
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