-40.7%
TECH vs RL
+239.2%
-279.8%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.2% | +1.1% | +0.3% |
| 7D | 0.0% | +2.6% | -2.6% | -0.9% |
| 30D | +0.4% | +2.9% | -2.5% | -1.0% |
| 3M | +1.0% | 0.0% | +1.0% | +0.4% |
| 6M | +62.7% | +17.1% | +45.5% | +51.2% |
| YTD | +24.3% | +10.1% | +14.2% | +17.2% |
| 1Y | +20.5% | +17.3% | +3.2% | +10.6% |
| 3Y | +29.3% | +249.3% | -220.0% | -25.9% |
| All | -40.7% | +239.2% | -279.8% | -68.4% |
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