+17.5%
P vs RL
+34.3%
-16.8%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | +4.5% | -9.5% | -6.1% |
| 7D | -19.4% | +5.8% | -25.1% | -20.5% |
| 30D | -22.3% | +12.7% | -35.0% | -24.8% |
| 3M | +33.2% | +9.3% | +23.8% | +29.2% |
| 6M | +53.6% | +16.9% | +36.7% | +46.7% |
| YTD | +66.8% | +17.5% | +49.3% | +56.8% |
| 1Y | +17.5% | +34.6% | -17.1% | +3.0% |
| All | +17.5% | +34.3% | -16.8% | +3.0% |
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 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