+564.9%
IT vs RL
+1,366.2%
-801.2%
-84.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +2.0% | -6.7% | -5.2% |
| 7D | -6.0% | -0.8% | -5.2% | -5.8% |
| 30D | 0.0% | -7.8% | +7.8% | +2.4% |
| 3M | +13.1% | -4.0% | +17.1% | +13.7% |
| 6M | +11.7% | -1.9% | +13.6% | +10.4% |
| YTD | -26.1% | -0.2% | -25.9% | -27.4% |
| 1Y | -21.3% | +10.7% | -31.9% | -25.3% |
| 3Y | -46.7% | +210.8% | -257.5% | -64.3% |
| 5Y | -40.5% | +238.2% | -278.7% | -62.2% |
| 10Y | +103.9% | +313.4% | -209.5% | +12.3% |
| All | +564.9% | +1,366.2% | -801.2% | +114.6% |
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