-44.8%
IT vs RL
+241.4%
-286.2%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | -1.1% | -6.3% | -7.1% |
| 7D | -9.1% | +1.9% | -11.0% | -9.6% |
| 30D | -7.0% | -12.2% | +5.2% | -3.5% |
| 3M | +7.6% | -6.6% | +14.3% | +9.1% |
| 6M | +2.1% | +3.2% | -1.0% | -0.8% |
| YTD | -31.6% | -1.3% | -30.3% | -32.6% |
| 1Y | -29.9% | +13.6% | -43.5% | -34.4% |
| 3Y | -51.3% | +210.9% | -262.1% | -68.9% |
| 5Y | -44.8% | +246.9% | -291.6% | -67.9% |
| All | -44.8% | +241.4% | -286.2% | -67.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling