+489.4%
NDAQ vs RL
+342.1%
+147.3%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.8% | -0.1% | -0.8% |
| 7D | +1.7% | +2.4% | -0.7% | +1.2% |
| 30D | +16.2% | +4.6% | +11.7% | +15.1% |
| 3M | +14.0% | -1.1% | +15.1% | +14.0% |
| 6M | +22.3% | +16.5% | +5.7% | +17.7% |
| YTD | +13.0% | +11.4% | +1.6% | +9.3% |
| 1Y | +24.0% | +16.1% | +7.9% | +18.8% |
| 3Y | +117.1% | +252.6% | -135.5% | +60.9% |
| 5Y | +67.5% | +244.9% | -177.3% | +21.8% |
| All | +489.4% | +342.1% | +147.3% | +283.1% |
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 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