-65.3%
TEAM vs RL
+226.8%
-292.1%
-87.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.2% | -1.4% | -14.8% | -15.5% |
| 7D | -19.8% | -4.2% | -15.7% | -18.2% |
| 30D | -21.5% | +4.3% | -25.8% | -23.2% |
| 3M | +39.5% | -4.6% | +44.1% | +41.8% |
| 6M | +73.1% | +1.7% | +71.3% | +66.6% |
| YTD | -5.2% | +7.3% | -12.6% | -12.9% |
| 1Y | -1.6% | +20.8% | -22.4% | -16.1% |
| 3Y | -11.4% | +247.0% | -258.4% | -64.2% |
| All | -65.3% | +226.8% | -292.1% | -86.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling