+91.4%
IT vs RL
+297.6%
-206.3%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -3.3% | +1.7% | -0.7% |
| 7D | -9.1% | -0.3% | -8.9% | -9.1% |
| 30D | -12.2% | -17.5% | +5.4% | -7.0% |
| 3M | +7.8% | -14.0% | +21.8% | +12.2% |
| 6M | +2.0% | -2.0% | +3.9% | +0.7% |
| YTD | -32.7% | -4.6% | -28.1% | -33.1% |
| 1Y | -31.1% | +9.5% | -40.6% | -34.6% |
| 3Y | -52.1% | +200.5% | -252.6% | -68.1% |
| 5Y | -46.3% | +226.3% | -272.5% | -66.2% |
| 10Y | +91.4% | +304.8% | -213.4% | +9.9% |
| All | +91.4% | +297.6% | -206.3% | +9.9% |
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 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