+708.4%
P vs RL
+313.2%
+395.2%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.0% | -0.6% | +0.5% |
| 7D | +6.5% | -0.8% | +7.3% | +6.9% |
| 30D | +18.8% | -7.8% | +26.6% | +22.9% |
| 3M | +26.7% | -4.0% | +30.7% | +28.5% |
| 6M | +62.2% | -1.9% | +64.1% | +60.8% |
| YTD | +48.5% | -0.2% | +48.7% | +46.0% |
| 1Y | +26.4% | +10.7% | +15.7% | +18.3% |
| 3Y | +159.4% | +210.8% | -51.4% | +57.3% |
| 5Y | +275.8% | +238.2% | +37.6% | +112.8% |
| All | +708.4% | +313.2% | +395.2% | +312.2% |
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