+281.3%
P vs RL
+238.1%
+43.2%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.0% | -0.6% | +0.4% |
| 7D | +6.5% | -0.8% | +7.3% | +7.0% |
| 30D | +18.8% | -7.8% | +26.6% | +23.3% |
| 3M | +26.7% | -4.0% | +30.7% | +28.6% |
| 6M | +62.2% | -1.9% | +64.1% | +60.5% |
| YTD | +48.5% | -0.2% | +48.7% | +45.4% |
| 1Y | +26.4% | +10.7% | +15.7% | +16.7% |
| 3Y | +159.4% | +210.8% | -51.4% | +46.7% |
| All | +281.3% | +238.1% | +43.2% | +91.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling