+30.0%
S vs RL
+17.3%
+12.8%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | -0.8% | -5.4% | -6.1% |
| 7D | +4.1% | +2.4% | +1.7% | +3.7% |
| 30D | -7.2% | +4.6% | -11.7% | -7.2% |
| 3M | 0.0% | -1.1% | +1.1% | +0.2% |
| 6M | +41.6% | +16.5% | +25.1% | +39.8% |
| YTD | +48.6% | +11.4% | +37.2% | +47.1% |
| 1Y | +30.0% | +16.1% | +14.0% | +30.8% |
| All | +30.0% | +17.3% | +12.8% | +30.8% |
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