+293.0%
LOW vs RL
+337.1%
-44.1%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.2% | +1.3% | +0.5% |
| 7D | +1.4% | +2.6% | -1.2% | +0.6% |
| 30D | +21.7% | +2.9% | +18.8% | +20.6% |
| 3M | +5.0% | 0.0% | +5.0% | +4.9% |
| 6M | +4.6% | +17.1% | -12.5% | -1.3% |
| YTD | -3.5% | +10.1% | -13.6% | -7.3% |
| 1Y | +0.5% | +17.3% | -16.8% | -5.4% |
| 3Y | +24.8% | +249.3% | -224.5% | -19.9% |
| 5Y | +6.5% | +240.9% | -234.5% | -33.0% |
| All | +293.0% | +337.1% | -44.1% | +126.3% |
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