+319.4%
IR vs RL
+479.5%
-160.1%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -7.3% | +4.6% | +0.2% |
| 7D | +2.3% | -4.7% | +7.0% | +4.2% |
| 30D | +3.3% | +3.6% | -0.2% | +1.7% |
| 3M | -9.0% | +0.5% | -9.6% | -9.6% |
| 6M | +8.0% | +6.6% | +1.4% | +4.0% |
| YTD | +3.4% | +8.8% | -5.4% | -1.5% |
| 1Y | +4.5% | +21.8% | -17.2% | -5.0% |
| 3Y | +25.6% | +245.8% | -220.2% | -28.4% |
| 5Y | +43.8% | +230.0% | -186.2% | -19.0% |
| All | +319.4% | +479.5% | -160.1% | +84.1% |
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 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