+514.1%
T vs RL
+1,476.5%
-962.4%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.4% | +0.5% | -0.6% |
| 7D | +1.0% | -4.2% | +5.2% | +1.7% |
| 30D | -10.6% | +4.3% | -14.9% | -11.3% |
| 3M | -7.7% | -4.6% | -3.1% | -7.2% |
| 6M | -13.3% | +1.7% | -15.0% | -14.1% |
| YTD | -8.8% | +7.3% | -16.1% | -10.9% |
| 1Y | -8.4% | +20.8% | -29.2% | -12.5% |
| 3Y | +59.6% | +247.0% | -187.3% | +21.9% |
| 5Y | +52.1% | +225.5% | -173.4% | +14.8% |
| 10Y | +56.9% | +363.0% | -306.2% | +4.4% |
| All | +514.1% | +1,476.5% | -962.4% | +196.9% |
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