+196.7%
TECH vs RL
+397.7%
-200.9%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +5.8% | -5.8% | -1.4% |
| 7D | +0.2% | +0.2% | 0.0% | 0.0% |
| 30D | +0.5% | +7.3% | -6.8% | -1.5% |
| 3M | +0.9% | +1.0% | -0.2% | +0.2% |
| 6M | +51.0% | +11.8% | +39.3% | +45.6% |
| YTD | +24.4% | +13.6% | +10.8% | +18.7% |
| 1Y | +27.6% | +24.0% | +3.5% | +19.0% |
| 3Y | +29.9% | +256.6% | -226.7% | -7.7% |
| 5Y | -40.6% | +240.2% | -280.9% | -58.4% |
| 10Y | +196.7% | +373.0% | -176.2% | +97.6% |
| All | +196.7% | +397.7% | -200.9% | +97.6% |
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 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