+247.0%
RL vs CAPR
+214.7%
+32.3%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +4.7% | -6.0% | -1.4% |
| 7D | -4.2% | +41.1% | -45.2% | -4.4% |
| 30D | +4.3% | +11.1% | -6.8% | +4.2% |
| 3M | -4.6% | +115.3% | -119.9% | -5.2% |
| 6M | +1.7% | -73.8% | +75.5% | +2.2% |
| YTD | +7.3% | -68.8% | +76.2% | +7.6% |
| 1Y | +20.8% | +43.3% | -22.5% | +17.7% |
| 3Y | +247.0% | +214.7% | +32.3% | +211.6% |
| All | +247.0% | +214.7% | +32.3% | +211.6% |
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