-7.8%
LOW vs RL
+211.8%
-219.7%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.1% | -0.7% | -1.5% |
| 7D | +0.4% | +1.9% | -1.5% | -0.2% |
| 30D | -10.1% | -12.2% | +2.1% | -6.7% |
| 3M | -2.9% | -6.6% | +3.8% | -1.1% |
| 6M | -19.4% | +3.2% | -22.6% | -20.5% |
| YTD | -15.4% | -1.3% | -14.1% | -15.7% |
| 1Y | -24.9% | +13.6% | -38.5% | -28.1% |
| 3Y | -7.8% | +210.9% | -218.7% | -36.8% |
| All | -7.8% | +211.8% | -219.7% | -36.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling