+58.8%
T vs RL
+369.1%
-310.3%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.3% | +0.4% | +0.6% |
| 7D | +2.6% | +1.3% | +1.3% | +2.3% |
| 30D | -1.1% | +7.6% | -8.7% | -2.3% |
| 3M | -7.7% | -1.5% | -6.2% | -7.7% |
| 6M | -10.6% | +12.1% | -22.7% | -12.7% |
| YTD | -7.5% | +13.9% | -21.4% | -10.3% |
| 1Y | -7.4% | +20.7% | -28.1% | -11.2% |
| 3Y | +63.1% | +260.6% | -197.5% | +22.2% |
| 5Y | +55.2% | +248.9% | -193.7% | +13.9% |
| 10Y | +58.8% | +355.9% | -297.1% | -0.2% |
| All | +58.8% | +369.1% | -310.3% | -0.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling