+83.0%
PL vs RL
+209.3%
-126.2%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +2.0% | -3.3% | -2.3% |
| 7D | -9.3% | -0.8% | -8.5% | -9.1% |
| 30D | -18.9% | -7.8% | -11.2% | -15.9% |
| 3M | -58.4% | -4.0% | -54.4% | -58.3% |
| 6M | -30.3% | -1.9% | -28.4% | -32.0% |
| YTD | -8.1% | -0.2% | -7.9% | -11.8% |
| 1Y | +180.5% | +10.7% | +169.8% | +153.8% |
| 3Y | +444.1% | +210.8% | +233.4% | +185.2% |
| 5Y | +83.0% | +238.2% | -155.2% | -9.7% |
| All | +83.0% | +209.3% | -126.2% | -9.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling