+90.3%
IT vs RL
+397.7%
-307.4%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +5.8% | -5.3% | -1.3% |
| 7D | -18.8% | +0.2% | -19.1% | -18.9% |
| 30D | -0.1% | +7.3% | -7.4% | -2.2% |
| 3M | +2.9% | +1.0% | +1.9% | +2.5% |
| 6M | +20.4% | +11.8% | +8.6% | +15.2% |
| YTD | -24.3% | +13.6% | -37.9% | -28.6% |
| 1Y | -17.2% | +24.0% | -41.2% | -24.1% |
| 3Y | -52.4% | +256.6% | -309.0% | -69.9% |
| 5Y | -43.7% | +240.2% | -283.9% | -64.9% |
| 10Y | +90.3% | +373.0% | -282.7% | +3.9% |
| All | +90.3% | +397.7% | -307.4% | +3.9% |
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