+631.8%
TEAM vs RL
+296.5%
+335.3%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.2% | -1.4% | -14.8% | -15.8% |
| 7D | -19.8% | -4.2% | -15.7% | -18.9% |
| 30D | -21.5% | +4.3% | -25.8% | -22.4% |
| 3M | +39.5% | -4.6% | +44.1% | +40.9% |
| 6M | +73.1% | +1.7% | +71.3% | +69.8% |
| YTD | -5.2% | +7.3% | -12.6% | -9.0% |
| 1Y | -1.6% | +20.8% | -22.4% | -8.9% |
| 3Y | -11.4% | +247.0% | -258.4% | -39.3% |
| 5Y | -65.1% | +225.5% | -290.5% | -76.2% |
| 10Y | +471.3% | +363.0% | +108.3% | +261.9% |
| All | +631.8% | +296.5% | +335.3% | +317.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling