+78.2%
U vs RL
+254.6%
-176.4%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.8% | +1.9% | +1.5% |
| 7D | +2.8% | +2.4% | +0.5% | +1.2% |
| 30D | +7.6% | +4.6% | +3.1% | +3.4% |
| 3M | +12.7% | -1.1% | +13.8% | +11.8% |
| 6M | +87.0% | +16.5% | +70.4% | +63.9% |
| YTD | +13.6% | +11.4% | +2.2% | +1.5% |
| 1Y | +25.3% | +16.1% | +9.2% | +8.1% |
| All | +78.2% | +254.6% | -176.4% | -38.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling