+26.7%
Q vs RL
+4.1%
+22.7%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.0% | -0.3% | +0.8% |
| 7D | +0.2% | -0.8% | +1.0% | +0.6% |
| 30D | -11.1% | -7.8% | -3.4% | -8.3% |
| 3M | -22.1% | -4.0% | -18.1% | -21.4% |
| 6M | +0.5% | -1.9% | +2.4% | -0.9% |
| YTD | +47.8% | -0.2% | +48.0% | +44.1% |
| All | +26.7% | +4.1% | +22.7% | +20.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling