+167.1%
P vs RL
+244.8%
-77.6%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.4% | -7.3% | -9.1% | -12.8% |
| 7D | -31.9% | -4.7% | -27.2% | -30.0% |
| 30D | -36.5% | +3.6% | -40.1% | -37.4% |
| 3M | +11.6% | +0.5% | +11.0% | +11.4% |
| 6M | +25.2% | +6.6% | +18.6% | +20.1% |
| YTD | +39.4% | +8.8% | +30.6% | +30.9% |
| 1Y | -3.7% | +21.8% | -25.4% | -15.8% |
| All | +167.1% | +244.8% | -77.6% | +32.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling