+11.1%
PL vs RL
+232.3%
-221.1%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.1% | -7.3% | -2.8% | -6.0% |
| 7D | -20.5% | -4.7% | -15.9% | -18.4% |
| 30D | -38.8% | +3.6% | -42.3% | -40.0% |
| 3M | -49.1% | +0.5% | -49.7% | -49.6% |
| 6M | -69.4% | +6.6% | -76.0% | -71.3% |
| YTD | -42.3% | +8.8% | -51.2% | -47.7% |
| 1Y | -14.2% | +21.8% | -35.9% | -27.4% |
| 3Y | +398.7% | +245.8% | +152.9% | +117.3% |
| 5Y | +11.1% | +230.0% | -218.8% | -52.3% |
| All | +11.1% | +232.3% | -221.1% | -52.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling