+18.2%
TER vs RL
+16.8%
+1.4%
-56.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.4% | +3.9% | +3.4% |
| 7D | -20.5% | -4.2% | -16.3% | -18.1% |
| 30D | -47.0% | +4.3% | -51.3% | -48.1% |
| 3M | -43.3% | -4.6% | -38.7% | -41.6% |
| 6M | -42.9% | +1.7% | -44.6% | -43.4% |
| YTD | +12.9% | +7.3% | +5.5% | +6.4% |
| 1Y | +18.2% | +20.8% | -2.6% | +4.4% |
| All | +18.2% | +16.8% | +1.4% | +4.4% |
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