+88.3%
RF vs RL
+212.5%
-124.1%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.0% | -2.1% | -0.8% |
| 7D | +1.3% | -0.8% | +2.1% | +1.6% |
| 30D | -3.6% | -7.8% | +4.2% | -1.0% |
| 3M | +8.1% | -4.0% | +12.1% | +8.9% |
| 6M | +11.5% | -1.9% | +13.4% | +10.7% |
| YTD | +15.6% | -0.2% | +15.7% | +13.9% |
| 1Y | +15.7% | +10.7% | +5.0% | +9.2% |
| All | +88.3% | +212.5% | -124.1% | +6.7% |
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