+28.5%
TECH vs RL
+260.1%
-231.6%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.3% | -0.3% | -0.1% |
| 7D | +0.2% | +1.3% | -1.1% | -0.4% |
| 30D | +0.5% | +7.6% | -7.1% | -2.2% |
| 3M | +1.1% | -1.5% | +2.6% | +1.2% |
| 6M | +51.0% | +12.1% | +39.0% | +43.6% |
| YTD | +24.4% | +13.9% | +10.4% | +16.5% |
| 1Y | +27.4% | +20.7% | +6.8% | +16.5% |
| 3Y | +28.5% | +260.6% | -232.1% | -28.7% |
| All | +28.5% | +260.1% | -231.6% | -28.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling