+193.2%
F vs RL
+1,366.2%
-1,173.0%
-95.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +2.0% | -0.6% | +0.7% |
| 7D | +5.3% | -0.8% | +6.1% | +5.6% |
| 30D | +4.6% | -7.8% | +12.4% | +7.7% |
| 3M | -3.7% | -4.0% | +0.3% | -2.6% |
| 6M | +16.8% | -1.9% | +18.7% | +16.4% |
| YTD | +15.3% | -0.2% | +15.5% | +13.9% |
| 1Y | +31.0% | +10.7% | +20.3% | +24.0% |
| 3Y | +45.4% | +210.8% | -165.3% | -11.6% |
| 5Y | +54.7% | +238.2% | -183.6% | -9.9% |
| 10Y | +98.2% | +313.4% | -215.1% | -0.8% |
| All | +193.2% | +1,366.2% | -1,173.0% | -18.6% |
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