+73.1%
TEAM vs RL
+3.0%
+70.0%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.2% | -1.4% | -14.8% | -16.3% |
| 7D | -19.8% | -4.2% | -15.7% | -20.1% |
| 30D | -21.5% | +4.3% | -25.8% | -20.4% |
| 3M | +39.5% | -4.6% | +44.1% | +38.5% |
| 6M | +73.1% | +1.7% | +71.3% | +77.4% |
| All | +73.1% | +3.0% | +70.0% | +77.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling