+1,671.4%
TER vs RL
+314.9%
+1,356.5%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +2.0% | +3.5% | +4.6% |
| 7D | +0.6% | -0.8% | +1.4% | +1.0% |
| 30D | -8.3% | -7.8% | -0.5% | -5.4% |
| 3M | -12.2% | -4.0% | -8.2% | -11.1% |
| 6M | +17.1% | -1.9% | +19.0% | +18.0% |
| YTD | +84.7% | -0.2% | +84.8% | +84.3% |
| 1Y | +199.9% | +10.7% | +189.3% | +185.9% |
| 3Y | +232.8% | +210.8% | +22.0% | +106.4% |
| 5Y | +198.6% | +238.2% | -39.7% | +76.2% |
| All | +1,671.4% | +314.9% | +1,356.5% | +889.5% |
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