-50.3%
TEAM vs RL
+238.1%
-288.4%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +2.0% | -4.7% | -3.6% |
| 7D | -0.4% | -0.8% | +0.4% | -0.1% |
| 30D | +67.3% | -7.8% | +75.1% | +73.1% |
| 3M | +86.8% | -4.0% | +90.8% | +87.9% |
| 6M | +146.8% | -1.9% | +148.7% | +139.1% |
| YTD | +16.9% | -0.2% | +17.1% | +12.1% |
| 1Y | +12.8% | +10.7% | +2.1% | +1.1% |
| 3Y | -7.3% | +210.8% | -218.0% | -57.5% |
| All | -50.3% | +238.1% | -288.4% | -78.7% |
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