-44.7%
S vs RL
+279.4%
-324.0%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | +5.8% | +2.2% | +5.1% |
| 7D | +1.6% | +0.2% | +1.3% | +1.6% |
| 30D | -10.5% | +7.3% | -17.8% | -13.4% |
| 3M | +9.9% | +1.0% | +8.9% | +9.1% |
| 6M | +41.8% | +11.8% | +30.0% | +31.5% |
| YTD | +56.8% | +13.6% | +43.2% | +42.0% |
| 1Y | +39.0% | +24.0% | +15.0% | +18.8% |
| 3Y | +53.8% | +256.6% | -202.8% | -34.9% |
| 5Y | -68.6% | +240.2% | -308.8% | -87.5% |
| All | -44.7% | +279.4% | -324.0% | -78.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling