+25.7%
Q vs RL
+16.8%
+8.9%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -1.4% | +7.7% | +6.9% |
| 7D | +0.3% | -4.2% | +4.4% | +2.2% |
| 30D | -9.8% | +4.3% | -14.1% | -11.3% |
| 3M | -12.2% | -4.6% | -7.6% | -10.4% |
| 6M | -21.6% | +1.7% | -23.3% | -21.8% |
| YTD | +43.6% | +7.3% | +36.2% | +35.1% |
| 1Y | +25.7% | +20.8% | +4.9% | +9.8% |
| All | +25.7% | +16.8% | +8.9% | +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 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