+2,537.6%
O vs RL
+1,476.5%
+1,061.1%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.4% | +0.6% | -0.5% |
| 7D | +3.7% | -4.2% | +7.9% | +4.6% |
| 30D | +11.2% | +4.3% | +6.9% | +10.0% |
| 3M | -4.0% | -4.6% | +0.6% | -3.2% |
| 6M | -5.2% | +1.7% | -7.0% | -6.5% |
| YTD | +9.5% | +7.3% | +2.1% | +6.1% |
| 1Y | +10.6% | +20.8% | -10.2% | +4.0% |
| 3Y | +38.1% | +247.0% | -208.9% | -3.5% |
| 5Y | +10.2% | +225.5% | -215.2% | -24.2% |
| 10Y | +71.4% | +363.0% | -291.6% | -1.1% |
| All | +2,537.6% | +1,476.5% | +1,061.1% | +1,002.0% |
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