+686.6%
P vs RL
+356.1%
+330.5%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.4% | +4.9% | +4.1% |
| 7D | -23.8% | -4.2% | -19.7% | -22.3% |
| 30D | -36.6% | +4.3% | -40.9% | -37.6% |
| 3M | +10.9% | -4.6% | +15.5% | +13.2% |
| 6M | +30.0% | +1.7% | +28.3% | +28.0% |
| YTD | +44.4% | +7.3% | +37.0% | +38.0% |
| 1Y | +3.9% | +20.8% | -16.9% | -6.0% |
| 3Y | +176.6% | +247.0% | -70.4% | +61.1% |
| 5Y | +249.3% | +225.5% | +23.8% | +101.9% |
| All | +686.6% | +356.1% | +330.5% | +287.1% |
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 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