+66.6%
GEN vs RL
+254.6%
-188.0%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.8% | -2.3% | -2.9% |
| 7D | -3.0% | +2.4% | -5.3% | -3.4% |
| 30D | +24.7% | +4.6% | +20.1% | +23.7% |
| 3M | +4.1% | -1.1% | +5.2% | +4.3% |
| 6M | +36.0% | +16.5% | +19.5% | +31.1% |
| YTD | +10.9% | +11.4% | -0.6% | +7.4% |
| 1Y | +12.2% | +16.1% | -3.9% | +7.5% |
| All | +66.6% | +254.6% | -188.0% | +31.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling