+2,558.2%
O vs RL
+1,568.4%
+989.7%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +5.8% | -5.1% | -0.6% |
| 7D | +3.3% | +0.2% | +3.1% | +3.1% |
| 30D | +10.3% | +7.3% | +3.0% | +8.3% |
| 3M | -3.5% | +1.0% | -4.5% | -4.0% |
| 6M | -1.3% | +11.8% | -13.0% | -4.7% |
| YTD | +10.3% | +13.6% | -3.3% | +5.4% |
| 1Y | +10.4% | +24.0% | -13.6% | +3.2% |
| 3Y | +40.0% | +256.6% | -216.6% | -2.8% |
| 5Y | +12.4% | +240.2% | -227.9% | -23.5% |
| 10Y | +78.2% | +373.0% | -294.7% | +2.4% |
| All | +2,558.2% | +1,568.4% | +989.7% | +995.5% |
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 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