+540.2%
PL vs RL
+257.6%
+282.6%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.4% | +1.9% | +1.3% |
| 7D | +13.4% | -4.4% | +17.7% | +16.5% |
| 30D | -10.2% | +5.6% | -15.7% | -12.6% |
| 3M | -39.5% | -0.6% | -38.9% | -39.4% |
| 6M | -65.7% | +15.5% | -81.2% | -69.3% |
| YTD | -27.3% | +12.3% | -39.6% | -35.0% |
| 1Y | +15.0% | +19.3% | -4.3% | -1.3% |
| All | +540.2% | +257.6% | +282.6% | +159.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling