+2,593.6%
NDAQ vs RL
+2,145.9%
+447.7%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.4% | +1.6% | +0.7% |
| 7D | +0.8% | -4.2% | +5.0% | +2.2% |
| 30D | +16.5% | +4.3% | +12.3% | +14.8% |
| 3M | +13.5% | -4.6% | +18.1% | +14.9% |
| 6M | +20.9% | +1.7% | +19.2% | +18.9% |
| YTD | +11.4% | +7.3% | +4.1% | +6.8% |
| 1Y | +25.9% | +20.8% | +5.1% | +15.9% |
| 3Y | +119.9% | +247.0% | -127.1% | +35.6% |
| 5Y | +61.7% | +225.5% | -163.7% | -1.9% |
| 10Y | +481.6% | +363.0% | +118.6% | +164.2% |
| All | +2,593.6% | +2,145.9% | +447.7% | +702.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling