+189.2%
TECH vs RL
+347.1%
-157.9%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.4% | +1.4% | +0.3% |
| 7D | +0.1% | -4.4% | +4.5% | +1.1% |
| 30D | +0.3% | +5.6% | -5.2% | -1.3% |
| 3M | +1.0% | -0.6% | +1.7% | +0.8% |
| 6M | +54.0% | +15.5% | +38.5% | +47.1% |
| YTD | +24.3% | +12.3% | +12.0% | +19.0% |
| 1Y | +23.7% | +19.3% | +4.4% | +16.5% |
| 3Y | +28.5% | +255.5% | -227.1% | -8.6% |
| 5Y | -41.2% | +247.1% | -288.3% | -58.9% |
| 10Y | +189.2% | +346.0% | -156.9% | +93.1% |
| All | +189.2% | +347.1% | -157.9% | +93.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling