+4.4%
RL vs M
+6.6%
-2.2%
-7.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1mo.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | -5.9% | -1.5% | -3.6% |
| 7D | -4.7% | -2.1% | -2.5% | -2.8% |
| 30D | +3.6% | +7.7% | -4.1% | +1.1% |
| All | +4.4% | +6.6% | -2.2% | +2.1% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 1mo: compounded portfolio wealth divided by compounded M 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…
1mo analysis · Full analysis span regression · Available span rolling