+29.8%
Q vs RL
+22.3%
+7.5%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.9% | +5.8% | +1.1% | +4.3% |
| 7D | +8.4% | +0.2% | +8.2% | +8.4% |
| 30D | -1.2% | +7.3% | -8.5% | -4.1% |
| 3M | -9.3% | +1.0% | -10.3% | -9.7% |
| 6M | -15.0% | +11.8% | -26.8% | -19.3% |
| YTD | +53.5% | +13.6% | +39.9% | +40.9% |
| All | +29.8% | +22.3% | +7.5% | +17.3% |
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 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