+47.4%
TER vs RL
+15.3%
+32.2%
-56.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -1.2% | -4.2% | -4.7% |
| 7D | +14.4% | +2.6% | +11.8% | +12.8% |
| 30D | -30.6% | +2.9% | -33.5% | -31.4% |
| 3M | -39.2% | 0.0% | -39.2% | -38.9% |
| 6M | -31.3% | +17.1% | -48.4% | -39.3% |
| YTD | +29.1% | +10.1% | +19.0% | +20.2% |
| 1Y | +47.4% | +17.3% | +30.1% | +35.0% |
| All | +47.4% | +15.3% | +32.2% | +35.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling