-3.2%
TEAM vs RL
+19.4%
-22.6%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.4% | +4.0% | +2.6% |
| 7D | -19.7% | -4.4% | -15.3% | -19.8% |
| 30D | -26.6% | +5.6% | -32.2% | -26.4% |
| 3M | -1.1% | -0.6% | -0.4% | -1.1% |
| 6M | +74.6% | +15.5% | +59.1% | +75.3% |
| YTD | -6.0% | +12.3% | -18.3% | -4.8% |
| 1Y | -3.2% | +19.3% | -22.5% | -3.5% |
| All | -3.2% | +19.4% | -22.6% | -3.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling