+57.8%
T vs RL
+239.2%
-181.3%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.2% | +1.2% | +0.1% |
| 7D | +2.5% | +2.6% | 0.0% | +2.4% |
| 30D | -3.8% | +2.9% | -6.7% | -4.0% |
| 3M | -8.7% | 0.0% | -8.7% | -8.8% |
| 6M | -8.1% | +17.1% | -25.2% | -9.2% |
| YTD | -6.4% | +10.1% | -16.6% | -7.4% |
| 1Y | -9.8% | +17.3% | -27.1% | -11.1% |
| 3Y | +65.5% | +249.3% | -183.8% | +40.1% |
| All | +57.8% | +239.2% | -181.3% | +30.2% |
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 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