-0.4%
PL vs RL
+34.3%
-34.7%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +4.5% | -10.8% | -7.2% |
| 7D | -11.7% | +5.8% | -17.5% | -12.7% |
| 30D | -27.1% | +12.7% | -39.9% | -28.8% |
| 3M | -44.6% | +9.3% | -53.9% | -45.7% |
| 6M | -67.2% | +16.9% | -84.1% | -68.4% |
| YTD | -35.9% | +17.5% | -53.3% | -40.4% |
| 1Y | -0.4% | +34.6% | -35.0% | -19.7% |
| All | -0.4% | +34.3% | -34.7% | -19.7% |
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