+449.6%
P vs RL
+296.6%
+153.0%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.4% | -7.3% | -9.1% | -13.5% |
| 7D | -31.9% | -4.7% | -27.2% | -30.4% |
| 30D | -36.5% | +3.6% | -40.1% | -37.3% |
| 3M | +11.6% | +0.5% | +11.0% | +11.5% |
| 6M | +25.2% | +6.6% | +18.6% | +21.1% |
| YTD | +39.4% | +8.8% | +30.6% | +33.1% |
| 1Y | -3.7% | +21.8% | -25.4% | -12.5% |
| 3Y | +167.3% | +245.8% | -78.5% | +62.8% |
| 5Y | +237.3% | +230.0% | +7.4% | +103.1% |
| 10Y | +698.6% | +369.4% | +329.2% | +308.8% |
| All | +449.6% | +296.6% | +153.0% | +179.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling