+649.0%
P vs RL
+342.1%
+306.8%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -0.8% | +4.2% | +3.7% |
| 7D | +17.8% | +2.4% | +15.5% | +16.7% |
| 30D | -29.9% | +4.6% | -34.4% | -31.1% |
| 3M | -1.2% | -1.1% | 0.0% | -0.6% |
| 6M | +32.1% | +16.5% | +15.6% | +23.3% |
| YTD | +64.3% | +11.4% | +52.9% | +54.6% |
| 1Y | +24.3% | +16.1% | +8.2% | +14.5% |
| 3Y | +203.2% | +252.6% | -49.4% | +76.0% |
| 5Y | +290.4% | +244.9% | +45.5% | +121.3% |
| All | +649.0% | +342.1% | +306.8% | +263.9% |
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