+578.0%
IT vs RL
+1,476.5%
-898.5%
-84.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.4% | -2.7% | -3.6% |
| 7D | -16.9% | -4.2% | -12.8% | -15.8% |
| 30D | +2.3% | +4.3% | -1.9% | +1.1% |
| 3M | +2.9% | -4.6% | +7.5% | +4.3% |
| 6M | +25.9% | +1.7% | +24.1% | +23.8% |
| YTD | -24.6% | +7.3% | -32.0% | -27.6% |
| 1Y | -16.0% | +20.8% | -36.8% | -22.4% |
| 3Y | -51.6% | +247.0% | -298.5% | -68.6% |
| 5Y | -42.6% | +225.5% | -268.1% | -62.9% |
| 10Y | +103.6% | +363.0% | -259.5% | +8.4% |
| All | +578.0% | +1,476.5% | -898.5% | +114.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling