-53.2%
S vs RL
+233.4%
-286.6%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.0% | -1.6% | -0.6% |
| 7D | -7.7% | -0.8% | -6.9% | -7.3% |
| 30D | -5.3% | -7.8% | +2.4% | -1.8% |
| 3M | +20.3% | -4.0% | +24.3% | +21.0% |
| 6M | +47.4% | -1.9% | +49.3% | +44.1% |
| YTD | +32.5% | -0.2% | +32.7% | +28.0% |
| 1Y | +9.5% | +10.7% | -1.1% | -1.4% |
| 3Y | +15.5% | +210.8% | -195.2% | -47.6% |
| 5Y | -71.2% | +238.2% | -309.4% | -88.0% |
| All | -53.2% | +233.4% | -286.6% | -80.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling