+21.7%
P vs RL
+19.4%
+2.4%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -1.4% | +5.8% | +4.9% |
| 7D | -4.7% | -4.4% | -0.3% | -3.1% |
| 30D | -31.4% | +5.6% | -37.0% | -32.0% |
| 3M | -2.6% | -0.6% | -2.0% | -2.8% |
| 6M | +21.9% | +15.5% | +6.5% | +18.5% |
| YTD | +58.9% | +12.3% | +46.6% | +52.3% |
| 1Y | +21.7% | +19.3% | +2.4% | +15.9% |
| All | +21.7% | +19.4% | +2.4% | +15.9% |
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 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