+1,001.8%
TER vs RL
+397.7%
+604.2%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.7% | +5.8% | +6.9% | +10.2% |
| 7D | -5.8% | +0.2% | -6.0% | -5.5% |
| 30D | -38.9% | +7.3% | -46.2% | -40.7% |
| 3M | -35.1% | +1.0% | -36.2% | -35.6% |
| 6M | -31.6% | +11.8% | -43.3% | -35.5% |
| YTD | +27.2% | +13.6% | +13.6% | +20.0% |
| 1Y | +35.2% | +24.0% | +11.2% | +22.7% |
| 3Y | +192.8% | +256.6% | -63.8% | +71.3% |
| 5Y | +72.4% | +240.2% | -167.8% | +0.4% |
| 10Y | +1,001.8% | +373.0% | +628.9% | +474.6% |
| All | +1,001.8% | +397.7% | +604.2% | +474.6% |
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