-26.3%
U vs RL
+473.8%
-500.1%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.3% | -2.4% | -2.3% |
| 7D | +24.4% | +1.3% | +23.0% | +22.1% |
| 30D | +7.4% | +7.6% | -0.2% | +1.5% |
| 3M | +16.8% | -1.5% | +18.3% | +16.1% |
| 6M | +78.8% | +12.1% | +66.7% | +61.4% |
| YTD | +14.0% | +13.9% | 0.0% | +0.8% |
| 1Y | +16.7% | +20.7% | -3.9% | -1.0% |
| 3Y | +86.4% | +260.6% | -174.2% | -22.1% |
| 5Y | -71.5% | +248.9% | -320.3% | -88.6% |
| All | -26.3% | +473.8% | -500.1% | -66.3% |
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