+24.5%
Q vs RL
+14.8%
+9.7%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.2% | -2.4% | -3.0% |
| 7D | +1.2% | +2.6% | -1.4% | +0.1% |
| 30D | -2.7% | +2.9% | -5.6% | -3.7% |
| 3M | -16.9% | 0.0% | -16.9% | -16.8% |
| 6M | -26.9% | +17.1% | -44.0% | -32.7% |
| YTD | +45.2% | +10.1% | +35.1% | +36.0% |
| 1Y | +38.1% | +17.3% | +20.8% | +25.4% |
| All | +24.5% | +14.8% | +9.7% | +13.3% |
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