+707.9%
P vs RL
+397.7%
+310.2%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +5.8% | +0.5% | +3.8% |
| 7D | -9.6% | +0.2% | -9.9% | -9.4% |
| 30D | -33.4% | +7.3% | -40.8% | -35.3% |
| 3M | +14.2% | +1.0% | +13.2% | +13.8% |
| 6M | +31.6% | +11.8% | +19.8% | +24.7% |
| YTD | +53.5% | +13.6% | +39.9% | +43.2% |
| 1Y | +14.2% | +24.0% | -9.9% | +2.2% |
| 3Y | +190.5% | +256.6% | -66.1% | +67.2% |
| 5Y | +256.3% | +240.2% | +16.1% | +102.1% |
| 10Y | +707.9% | +373.0% | +334.9% | +294.7% |
| All | +707.9% | +397.7% | +310.2% | +294.7% |
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