+1,077.0%
TER vs RL
+347.1%
+729.8%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | -1.4% | +9.7% | +8.9% |
| 7D | +5.9% | -4.4% | +10.3% | +8.5% |
| 30D | -30.8% | +5.6% | -36.3% | -32.3% |
| 3M | -29.9% | -0.6% | -29.3% | -30.0% |
| 6M | -27.5% | +15.5% | -42.9% | -32.5% |
| YTD | +37.5% | +12.3% | +25.1% | +30.2% |
| 1Y | +50.3% | +19.3% | +30.9% | +38.5% |
| 3Y | +204.9% | +255.5% | -50.6% | +78.4% |
| 5Y | +89.2% | +247.1% | -157.9% | +9.5% |
| 10Y | +1,077.0% | +346.0% | +730.9% | +526.1% |
| All | +1,077.0% | +347.1% | +729.8% | +526.1% |
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 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