+21.2%
RF vs RL
+16.8%
+4.4%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.4% | +1.0% | 0.0% |
| 7D | -0.9% | -4.2% | +3.2% | +0.1% |
| 30D | +6.0% | +4.3% | +1.8% | +4.8% |
| 3M | -8.9% | -4.6% | -4.3% | -7.9% |
| 6M | +2.3% | +1.7% | +0.6% | +1.6% |
| YTD | +7.6% | +7.3% | +0.2% | +5.1% |
| 1Y | +21.2% | +20.8% | +0.4% | +12.4% |
| All | +21.2% | +16.8% | +4.4% | +12.4% |
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