-8.0%
T vs RL
+22.3%
-30.3%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +5.8% | -5.0% | +0.6% |
| 7D | +1.7% | +0.2% | +1.4% | +1.6% |
| 30D | -1.7% | +7.3% | -9.1% | -1.9% |
| 3M | -7.3% | +1.0% | -8.4% | -7.5% |
| 6M | -11.2% | +11.8% | -23.0% | -11.7% |
| YTD | -8.1% | +13.6% | -21.7% | -9.0% |
| All | -8.0% | +22.3% | -30.3% | -10.0% |
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