+251.8%
RL vs CAPR
+200.7%
+51.1%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | -3.6% | -3.8% | -7.3% |
| 7D | -4.7% | +29.7% | -34.4% | -4.8% |
| 30D | +3.6% | +11.0% | -7.4% | +3.5% |
| 3M | +0.5% | +118.8% | -118.3% | -0.1% |
| 6M | +6.6% | -73.9% | +80.5% | +7.1% |
| YTD | +8.8% | -70.2% | +79.0% | +9.1% |
| 1Y | +21.8% | +38.3% | -16.5% | +18.6% |
| All | +251.8% | +200.7% | +51.1% | +216.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling