+21.1%
PL vs RL
+226.8%
-205.7%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.4% | -1.4% | +11.7% | +11.1% |
| 7D | -6.8% | -4.2% | -2.7% | -4.7% |
| 30D | -29.3% | +4.3% | -33.6% | -31.1% |
| 3M | -44.8% | -4.6% | -40.2% | -43.6% |
| 6M | -68.4% | +1.7% | -70.1% | -69.5% |
| YTD | -36.4% | +7.3% | -43.7% | -41.8% |
| 1Y | +0.7% | +20.8% | -20.1% | -14.5% |
| 3Y | +455.3% | +247.0% | +208.3% | +141.2% |
| All | +21.1% | +226.8% | -205.7% | -47.1% |
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