+23.9%
IP vs RL
+212.5%
-188.5%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +2.0% | +0.2% | +1.3% |
| 7D | -5.3% | -0.8% | -4.5% | -4.9% |
| 30D | -10.9% | -7.8% | -3.1% | -8.0% |
| 3M | +11.2% | -4.0% | +15.2% | +13.2% |
| 6M | -10.2% | -1.9% | -8.3% | -9.8% |
| YTD | -2.0% | -0.2% | -1.8% | -2.2% |
| 1Y | -19.1% | +10.7% | -29.8% | -22.4% |
| All | +23.9% | +212.5% | -188.5% | -16.8% |
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