+45.2%
PL vs RL
+251.9%
-206.8%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.5% | +5.8% | +8.7% | +11.5% |
| 7D | +10.9% | +0.2% | +10.6% | +10.9% |
| 30D | -16.4% | +7.3% | -23.7% | -19.2% |
| 3M | -39.9% | +1.0% | -41.0% | -40.4% |
| 6M | -63.2% | +11.8% | -75.0% | -66.1% |
| YTD | -27.1% | +13.6% | -40.7% | -34.4% |
| 1Y | +12.2% | +24.0% | -11.9% | -3.8% |
| 3Y | +584.3% | +256.6% | +327.7% | +234.9% |
| 5Y | +37.0% | +240.2% | -203.2% | -36.6% |
| All | +45.2% | +251.9% | -206.8% | -33.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling