+621.0%
T vs RL
+1,366.2%
-745.2%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +2.0% | -4.0% | -2.3% |
| 7D | -1.3% | -0.8% | -0.5% | -1.2% |
| 30D | +11.4% | -7.8% | +19.1% | +12.9% |
| 3M | +14.3% | -4.0% | +18.3% | +14.8% |
| 6M | -9.3% | -1.9% | -7.4% | -9.7% |
| YTD | +7.1% | -0.2% | +7.3% | +6.1% |
| 1Y | -9.1% | +10.7% | -19.8% | -11.8% |
| 3Y | +105.3% | +210.8% | -105.4% | +60.0% |
| 5Y | +66.8% | +238.2% | -171.4% | +24.7% |
| 10Y | +66.8% | +313.4% | -246.6% | +13.4% |
| All | +621.0% | +1,366.2% | -745.2% | +253.4% |
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