+488.5%
NDAQ vs RL
+337.1%
+151.4%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.2% | +1.0% | +0.1% |
| 7D | +1.3% | +2.6% | -1.3% | +0.7% |
| 30D | +18.0% | +2.9% | +15.0% | +17.1% |
| 3M | +11.5% | 0.0% | +11.5% | +11.3% |
| 6M | +21.1% | +17.1% | +4.0% | +16.5% |
| YTD | +12.8% | +10.1% | +2.7% | +9.4% |
| 1Y | +25.7% | +17.3% | +8.4% | +20.2% |
| 3Y | +116.8% | +249.3% | -132.5% | +61.0% |
| 5Y | +67.3% | +240.9% | -173.7% | +21.9% |
| All | +488.5% | +337.1% | +151.4% | +283.4% |
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 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