+67.4%
IOT vs RL
+266.6%
-199.1%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.2% | +1.2% | +0.8% |
| 7D | +0.9% | +2.6% | -1.7% | -0.7% |
| 30D | +1.4% | +2.9% | -1.6% | -0.7% |
| 3M | +0.5% | 0.0% | +0.5% | +0.1% |
| 6M | +50.3% | +17.1% | +33.2% | +31.6% |
| YTD | +16.7% | +10.1% | +6.5% | +3.6% |
| 1Y | +6.8% | +17.3% | -10.5% | -9.5% |
| 3Y | +75.5% | +249.3% | -173.9% | -42.5% |
| All | +67.4% | +266.6% | -199.1% | -49.6% |
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