-41.2%
TECH vs RL
+226.8%
-268.0%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.4% | +1.5% | +0.6% |
| 7D | +0.2% | -4.2% | +4.3% | +1.5% |
| 30D | +0.3% | +4.3% | -3.9% | -1.5% |
| 3M | +1.3% | -4.6% | +5.9% | +2.5% |
| 6M | +54.0% | +1.7% | +52.2% | +50.6% |
| YTD | +24.3% | +7.3% | +16.9% | +18.3% |
| 1Y | +25.8% | +20.8% | +5.0% | +14.1% |
| 3Y | +26.0% | +247.0% | -221.0% | -27.6% |
| All | -41.2% | +226.8% | -268.0% | -68.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling