+76.2%
O vs RL
+337.1%
-260.9%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.2% | +0.4% | -0.5% |
| 7D | -0.4% | +2.6% | -3.0% | -0.9% |
| 30D | +7.1% | +2.9% | +4.2% | +6.4% |
| 3M | -5.2% | 0.0% | -5.2% | -5.4% |
| 6M | -1.8% | +17.1% | -18.9% | -5.3% |
| YTD | +9.1% | +10.1% | -1.1% | +5.9% |
| 1Y | +9.7% | +17.3% | -7.6% | +5.1% |
| 3Y | +39.1% | +249.3% | -210.2% | +2.0% |
| 5Y | +8.4% | +240.9% | -232.6% | -22.3% |
| All | +76.2% | +337.1% | -260.9% | +10.5% |
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