+337.2%
IR vs RL
+493.2%
-155.9%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.8% | +1.1% | +0.6% |
| 7D | +4.3% | +2.4% | +1.9% | +3.3% |
| 30D | +8.1% | +4.6% | +3.5% | +5.9% |
| 3M | +0.7% | -1.1% | +1.8% | +0.8% |
| 6M | +16.6% | +16.5% | +0.1% | +8.3% |
| YTD | +7.8% | +11.4% | -3.6% | +1.7% |
| 1Y | +9.9% | +16.1% | -6.2% | +1.9% |
| 3Y | +25.2% | +252.6% | -227.4% | -29.2% |
| 5Y | +46.8% | +244.9% | -198.1% | -18.8% |
| All | +337.2% | +493.2% | -155.9% | +90.1% |
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