+180.5%
PL vs RL
+13.6%
+166.9%
-64.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +2.0% | -3.3% | -1.6% |
| 7D | -9.3% | -0.8% | -8.5% | -9.2% |
| 30D | -18.9% | -7.8% | -11.2% | -17.9% |
| 3M | -58.4% | -4.0% | -54.4% | -58.6% |
| 6M | -30.3% | -1.9% | -28.4% | -30.6% |
| YTD | -8.1% | -0.2% | -7.9% | -10.4% |
| 1Y | +180.5% | +10.7% | +169.8% | +169.3% |
| All | +180.5% | +13.6% | +166.9% | +169.3% |
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