+154.4%
GEN vs RL
+356.1%
-201.7%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.4% | -1.3% | -2.4% |
| 7D | +2.3% | -4.2% | +6.4% | +2.9% |
| 30D | +33.1% | +4.3% | +28.8% | +32.3% |
| 3M | +6.5% | -4.6% | +11.1% | +7.1% |
| 6M | +53.8% | +1.7% | +52.1% | +52.6% |
| YTD | +11.2% | +7.3% | +3.9% | +9.1% |
| 1Y | +19.4% | +20.8% | -1.4% | +14.9% |
| 3Y | +81.0% | +247.0% | -165.9% | +47.2% |
| 5Y | +33.4% | +225.5% | -192.0% | +7.8% |
| All | +154.4% | +356.1% | -201.7% | +94.7% |
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 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