+376.0%
NDAQ vs RL
+304.3%
+71.7%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.1% | -0.8% | -1.7% |
| 7D | -2.6% | +1.9% | -4.4% | -2.9% |
| 30D | +0.5% | -12.2% | +12.7% | +3.2% |
| 3M | +9.9% | -6.6% | +16.6% | +11.3% |
| 6M | +8.2% | +3.2% | +5.0% | +6.7% |
| YTD | -1.5% | -1.3% | -0.2% | -2.1% |
| 1Y | +1.3% | +13.6% | -12.3% | -2.5% |
| 3Y | +92.6% | +210.9% | -118.3% | +47.0% |
| 5Y | +53.8% | +246.9% | -193.0% | +12.0% |
| 10Y | +376.0% | +310.1% | +65.9% | +209.9% |
| All | +376.0% | +304.3% | +71.7% | +209.9% |
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