-24.7%
LOW vs RL
+9.4%
-34.1%
-30.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.3% | -1.3% | -1.1% |
| 7D | -2.6% | -2.2% | -0.4% | -1.9% |
| 30D | -11.1% | -15.3% | +4.2% | -6.2% |
| 3M | -8.5% | -10.3% | +1.8% | -5.4% |
| 6M | -20.8% | -2.2% | -18.6% | -20.5% |
| YTD | -17.2% | -4.3% | -12.9% | -16.4% |
| 1Y | -24.7% | +8.9% | -33.6% | -26.4% |
| All | -24.7% | +9.4% | -34.1% | -26.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling