+89.2%
IT vs RL
+337.1%
-247.9%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.2% | +1.8% | +1.0% |
| 7D | +1.1% | +2.6% | -1.5% | +0.2% |
| 30D | -1.8% | +2.9% | -4.8% | -2.8% |
| 3M | +4.8% | 0.0% | +4.8% | +4.7% |
| 6M | +33.0% | +17.1% | +15.9% | +25.3% |
| YTD | -23.8% | +10.1% | -34.0% | -27.5% |
| 1Y | -16.5% | +17.3% | -33.8% | -22.2% |
| 3Y | -53.6% | +249.3% | -303.0% | -70.6% |
| 5Y | -42.1% | +240.9% | -283.0% | -64.0% |
| All | +89.2% | +337.1% | -247.9% | +7.3% |
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