+194.4%
RF vs RL
+1,498.4%
-1,303.9%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -7.3% | +5.2% | +1.0% |
| 7D | -1.6% | -4.7% | +3.1% | +0.3% |
| 30D | +5.0% | +3.6% | +1.5% | +3.3% |
| 3M | -10.0% | +0.5% | -10.5% | -10.7% |
| 6M | +3.3% | +6.6% | -3.3% | -1.1% |
| YTD | +7.9% | +8.8% | -0.9% | +1.8% |
| 1Y | +21.2% | +21.8% | -0.5% | +8.8% |
| 3Y | +105.8% | +245.8% | -140.0% | +13.4% |
| 5Y | +43.7% | +230.0% | -186.2% | -21.3% |
| 10Y | +289.4% | +369.4% | -80.0% | +73.3% |
| All | +194.4% | +1,498.4% | -1,303.9% | -15.9% |
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