+15.8%
Q vs RL
+13.5%
+2.3%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | -7.3% | 0.0% | -4.3% |
| 7D | -10.3% | -4.7% | -5.6% | -8.4% |
| 30D | -17.7% | +3.6% | -21.2% | -18.7% |
| 3M | -18.8% | +0.5% | -19.4% | -19.2% |
| 6M | -24.8% | +6.6% | -31.4% | -27.0% |
| YTD | +35.0% | +8.8% | +26.2% | +27.1% |
| 1Y | +10.7% | +21.8% | -11.0% | -0.2% |
| All | +15.8% | +13.5% | +2.3% | +5.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling