-27.4%
U vs RL
+465.8%
-493.1%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.4% | 0.0% | -0.5% |
| 7D | +16.9% | -4.4% | +21.3% | +18.9% |
| 30D | +6.4% | +5.6% | +0.8% | +1.7% |
| 3M | +13.2% | -0.6% | +13.8% | +11.9% |
| 6M | +84.8% | +15.5% | +69.3% | +63.5% |
| YTD | +12.4% | +12.3% | +0.1% | +0.3% |
| 1Y | +19.8% | +19.3% | +0.5% | +2.3% |
| 3Y | +83.8% | +255.5% | -171.7% | -22.5% |
| 5Y | -72.7% | +247.1% | -319.8% | -89.1% |
| All | -27.4% | +465.8% | -493.1% | -66.5% |
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