+4,575.2%
TECH vs RL
+1,366.2%
+3,209.0%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.0% | -2.1% | -0.5% |
| 7D | +0.1% | -0.8% | +0.9% | +0.3% |
| 30D | +0.7% | -7.8% | +8.5% | +2.4% |
| 3M | +36.3% | -4.0% | +40.3% | +37.2% |
| 6M | +25.6% | -1.9% | +27.5% | +25.1% |
| YTD | +23.7% | -0.2% | +23.9% | +22.7% |
| 1Y | +37.6% | +10.7% | +27.0% | +33.4% |
| 3Y | -6.6% | +210.8% | -217.4% | -28.1% |
| 5Y | -42.2% | +238.2% | -280.5% | -56.9% |
| 10Y | +187.6% | +313.4% | -125.8% | +93.6% |
| All | +4,575.2% | +1,366.2% | +3,209.0% | +1,894.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling