+79.3%
PR vs RL
+212.5%
-133.1%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +2.0% | -3.6% | -2.1% |
| 7D | +2.9% | -0.8% | +3.7% | +3.1% |
| 30D | +18.0% | -7.8% | +25.8% | +20.4% |
| 3M | +16.9% | -4.0% | +20.9% | +17.1% |
| 6M | +28.2% | -1.9% | +30.1% | +26.0% |
| YTD | +69.3% | -0.2% | +69.5% | +64.7% |
| 1Y | +69.5% | +10.7% | +58.8% | +57.1% |
| All | +79.3% | +212.5% | -133.1% | +16.3% |
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 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