+834.6%
RL vs EFV
+258.8%
+575.7%
-68.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.1% | +2.2% | +2.2% |
| 7D | -0.8% | +1.5% | -2.3% | -2.1% |
| 30D | -7.8% | +1.7% | -9.5% | -9.2% |
| 3M | -4.0% | +8.6% | -12.6% | -11.0% |
| 6M | -1.9% | +11.7% | -13.6% | -11.0% |
| YTD | -0.2% | +19.3% | -19.4% | -14.9% |
| 1Y | +10.7% | +30.2% | -19.5% | -12.8% |
| 3Y | +210.8% | +91.6% | +119.2% | +72.1% |
| 5Y | +238.2% | +96.4% | +141.8% | +86.2% |
| 10Y | +313.4% | +166.5% | +146.9% | +80.6% |
| All | +834.6% | +258.8% | +575.7% | +226.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EFV.
Daily Out/Under-Performance
Portfolio return minus EFV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFV 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 EFV 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