+17.3%
RL vs CAPR
+63.5%
-46.1%
-19.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -6.9% | +5.8% | -1.1% |
| 7D | +2.6% | +5.9% | -3.3% | +2.6% |
| 30D | +2.9% | +44.6% | -41.7% | +2.9% |
| 3M | 0.0% | +126.4% | -126.4% | -0.1% |
| 6M | +17.1% | -68.6% | +85.7% | +17.2% |
| YTD | +10.1% | -67.0% | +77.1% | +10.2% |
| 1Y | +17.3% | +65.2% | -47.8% | +17.5% |
| All | +17.3% | +63.5% | -46.1% | +17.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 CAPR 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