+215.3%
RF vs RL
+1,366.2%
-1,150.9%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.0% | -2.1% | -0.9% |
| 7D | +1.3% | -0.8% | +2.1% | +1.6% |
| 30D | -3.6% | -7.8% | +4.2% | -0.5% |
| 3M | +8.1% | -4.0% | +12.1% | +9.2% |
| 6M | +11.5% | -1.9% | +13.4% | +10.5% |
| YTD | +15.6% | -0.2% | +15.7% | +13.5% |
| 1Y | +15.7% | +10.7% | +5.0% | +8.3% |
| 3Y | +86.9% | +210.8% | -123.9% | +8.2% |
| 5Y | +89.8% | +238.2% | -148.4% | +2.7% |
| 10Y | +344.7% | +313.4% | +31.3% | +109.3% |
| All | +215.3% | +1,366.2% | -1,150.9% | -6.2% |
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