+90.9%
IT vs RL
+347.1%
-256.2%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.4% | +3.6% | +2.6% |
| 7D | -6.8% | -4.4% | -2.5% | -5.6% |
| 30D | -0.6% | +5.6% | -6.1% | -2.2% |
| 3M | +3.1% | -0.6% | +3.7% | +3.1% |
| 6M | +25.5% | +15.5% | +10.0% | +18.8% |
| YTD | -23.5% | +12.3% | -35.8% | -27.6% |
| 1Y | -16.6% | +19.3% | -36.0% | -22.7% |
| 3Y | -53.1% | +255.5% | -308.7% | -70.4% |
| 5Y | -41.4% | +247.1% | -288.5% | -63.7% |
| 10Y | +90.9% | +346.0% | -255.1% | +5.8% |
| All | +90.9% | +347.1% | -256.2% | +5.8% |
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