+26.4%
P vs RL
+13.6%
+12.8%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.0% | -0.6% | +0.8% |
| 7D | +6.5% | -0.8% | +7.3% | +6.7% |
| 30D | +18.8% | -7.8% | +26.6% | +21.0% |
| 3M | +26.7% | -4.0% | +30.7% | +28.0% |
| 6M | +62.2% | -1.9% | +64.1% | +60.6% |
| YTD | +48.5% | -0.2% | +48.7% | +46.3% |
| 1Y | +26.4% | +10.7% | +15.7% | +17.1% |
| All | +26.4% | +13.6% | +12.8% | +17.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling