+0.7%
PL vs RL
+16.8%
-16.0%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.4% | -1.4% | +11.7% | +10.7% |
| 7D | -6.8% | -4.2% | -2.7% | -5.7% |
| 30D | -29.3% | +4.3% | -33.6% | -29.5% |
| 3M | -44.8% | -4.6% | -40.2% | -44.2% |
| 6M | -68.4% | +1.7% | -70.1% | -68.4% |
| YTD | -36.4% | +7.3% | -43.7% | -39.4% |
| 1Y | +0.7% | +20.8% | -20.1% | -11.2% |
| All | +0.7% | +16.8% | -16.0% | -11.2% |
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