+39.2%
S vs RL
+34.3%
+4.9%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +4.5% | -2.8% | +1.3% |
| 7D | -8.2% | +5.8% | -14.0% | -8.6% |
| 30D | -7.6% | +12.7% | -20.4% | -8.4% |
| 3M | +12.0% | +9.3% | +2.6% | +11.1% |
| 6M | +50.6% | +16.9% | +33.7% | +47.7% |
| YTD | +56.6% | +17.5% | +39.1% | +53.4% |
| 1Y | +39.2% | +34.6% | +4.6% | +27.3% |
| All | +39.2% | +34.3% | +4.9% | +27.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RL.
Daily Out/Under-Performance
Portfolio return minus RL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RL 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 RL 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