+467.0%
TEAM vs RL
+397.7%
+69.3%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +5.8% | -5.0% | -0.9% |
| 7D | -17.2% | +0.2% | -17.5% | -17.3% |
| 30D | -25.1% | +7.3% | -32.4% | -26.7% |
| 3M | +3.9% | +1.0% | +2.9% | +3.2% |
| 6M | +69.1% | +11.8% | +57.3% | +61.4% |
| YTD | -4.5% | +13.6% | -18.1% | -10.0% |
| 1Y | -1.9% | +24.0% | -25.9% | -10.2% |
| 3Y | -9.3% | +256.6% | -265.9% | -39.7% |
| 5Y | -65.2% | +240.2% | -305.4% | -77.1% |
| 10Y | +467.0% | +373.0% | +94.0% | +256.5% |
| All | +467.0% | +397.7% | +69.3% | +256.5% |
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