+36.8%
S vs RL
+22.3%
+14.5%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | +5.8% | +2.2% | +7.2% |
| 7D | +1.6% | +0.2% | +1.3% | +1.6% |
| 30D | -10.5% | +7.3% | -17.8% | -10.8% |
| 3M | +9.9% | +1.0% | +8.9% | +9.8% |
| 6M | +41.8% | +11.8% | +30.0% | +40.3% |
| YTD | +56.8% | +13.6% | +43.2% | +54.8% |
| All | +36.8% | +22.3% | +14.5% | +37.9% |
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