-68.9%
S vs RL
+226.8%
-295.7%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.4% | +3.0% | +2.3% |
| 7D | -13.4% | -4.2% | -9.3% | -11.5% |
| 30D | -14.0% | +4.3% | -18.3% | -15.7% |
| 3M | +4.9% | -4.6% | +9.5% | +7.1% |
| 6M | +42.0% | +1.7% | +40.3% | +37.7% |
| YTD | +45.1% | +7.3% | +37.8% | +34.6% |
| 1Y | +33.1% | +20.8% | +12.3% | +14.0% |
| 3Y | +40.6% | +247.0% | -206.3% | -43.9% |
| All | -68.9% | +226.8% | -295.7% | -88.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling