+26.0%
IR vs RL
+260.1%
-234.1%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.3% | -1.4% | -1.3% |
| 7D | +1.5% | +1.3% | +0.2% | +0.9% |
| 30D | +9.0% | +7.6% | +1.4% | +5.8% |
| 3M | -0.9% | -1.5% | +0.6% | -0.6% |
| 6M | +13.4% | +12.1% | +1.3% | +7.7% |
| YTD | +8.5% | +13.9% | -5.5% | +2.1% |
| 1Y | +11.3% | +20.7% | -9.4% | +2.4% |
| 3Y | +26.0% | +260.6% | -234.6% | -11.9% |
| All | +26.0% | +260.1% | -234.1% | -11.9% |
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