+17.4%
RF vs RL
+18.2%
-0.9%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.4% | +1.2% | +0.2% |
| 7D | -1.3% | -4.4% | +3.0% | -0.3% |
| 30D | +4.6% | +5.6% | -0.9% | +3.1% |
| 3M | -8.4% | -0.6% | -7.8% | -8.4% |
| 6M | +8.9% | +15.5% | -6.6% | +3.7% |
| YTD | +8.8% | +12.3% | -3.5% | +5.2% |
| All | +17.4% | +18.2% | -0.9% | +11.5% |
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