+8.0%
U vs RL
+212.5%
-204.5%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.0% | -3.0% | -2.3% |
| 7D | -3.8% | -0.8% | -3.0% | -3.3% |
| 30D | +17.5% | -7.8% | +25.2% | +23.8% |
| 3M | +38.7% | -4.0% | +42.7% | +41.5% |
| 6M | +104.4% | -1.9% | +106.3% | +101.0% |
| YTD | -5.7% | -0.2% | -5.5% | -8.4% |
| 1Y | +3.7% | +10.7% | -7.0% | -7.5% |
| All | +8.0% | +212.5% | -204.5% | -57.9% |
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 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