-67.5%
S vs RL
+243.0%
-310.5%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.4% | +2.9% | +2.2% |
| 7D | +1.2% | -4.4% | +5.6% | +3.8% |
| 30D | -7.3% | +5.6% | -12.9% | -9.7% |
| 3M | +5.9% | -0.6% | +6.5% | +6.0% |
| 6M | +45.6% | +15.5% | +30.2% | +32.3% |
| YTD | +58.5% | +12.3% | +46.2% | +43.7% |
| 1Y | +37.6% | +19.3% | +18.3% | +19.4% |
| 3Y | +51.7% | +255.5% | -203.9% | -39.7% |
| 5Y | -67.5% | +247.1% | -314.5% | -88.1% |
| All | -67.5% | +243.0% | -310.5% | -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