-26.6%
U vs RL
+461.1%
-487.7%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.8% | +1.9% | +1.6% |
| 7D | +2.8% | +2.4% | +0.5% | +1.2% |
| 30D | +7.6% | +4.6% | +3.1% | +3.5% |
| 3M | +12.7% | -1.1% | +13.8% | +11.8% |
| 6M | +87.0% | +16.5% | +70.4% | +64.3% |
| YTD | +13.6% | +11.4% | +2.2% | +1.8% |
| 1Y | +25.3% | +16.1% | +9.2% | +8.9% |
| 3Y | +85.8% | +252.6% | -166.8% | -21.3% |
| 5Y | -74.5% | +244.9% | -319.4% | -89.7% |
| All | -26.6% | +461.1% | -487.7% | -65.9% |
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