+475.2%
TEAM vs RL
+304.3%
+170.9%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -1.1% | -5.8% | -6.6% |
| 7D | -5.7% | +1.9% | -7.6% | -6.2% |
| 30D | +18.3% | -12.2% | +30.6% | +22.7% |
| 3M | +80.2% | -6.6% | +86.9% | +82.6% |
| 6M | +111.0% | +3.2% | +107.8% | +104.7% |
| YTD | +8.8% | -1.3% | +10.1% | +6.9% |
| 1Y | +2.2% | +13.6% | -11.4% | -4.2% |
| 3Y | -14.6% | +210.9% | -225.5% | -40.8% |
| 5Y | -53.8% | +246.9% | -300.6% | -69.0% |
| 10Y | +475.2% | +310.1% | +165.1% | +274.9% |
| All | +475.2% | +304.3% | +170.9% | +274.9% |
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 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