+403.1%
PL vs RL
+244.8%
+158.3%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.1% | -7.3% | -2.8% | -6.2% |
| 7D | -20.5% | -4.7% | -15.9% | -18.5% |
| 30D | -38.8% | +3.6% | -42.3% | -39.9% |
| 3M | -49.1% | +0.5% | -49.7% | -49.5% |
| 6M | -69.4% | +6.6% | -76.0% | -71.2% |
| YTD | -42.3% | +8.8% | -51.2% | -47.5% |
| 1Y | -14.2% | +21.8% | -35.9% | -27.5% |
| All | +403.1% | +244.8% | +158.3% | +129.7% |
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 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