+31.5%
Q vs RL
+19.4%
+12.1%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.4% | +3.8% | +3.0% |
| 7D | +6.6% | -4.4% | +10.9% | +8.6% |
| 30D | +2.7% | +5.6% | -2.8% | +0.5% |
| 3M | -8.4% | -0.6% | -7.7% | -8.0% |
| 6M | -17.3% | +15.5% | -32.8% | -23.3% |
| YTD | +55.3% | +12.3% | +43.0% | +43.3% |
| 1Y | +31.5% | +19.3% | +12.1% | +19.2% |
| All | +31.5% | +19.4% | +12.1% | +19.2% |
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