-73.3%
U vs RL
+239.2%
-312.4%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -1.2% | +6.4% | +6.1% |
| 7D | +2.6% | +2.6% | 0.0% | +0.2% |
| 30D | +27.6% | +2.9% | +24.6% | +22.5% |
| 3M | +15.3% | 0.0% | +15.3% | +12.8% |
| 6M | +96.4% | +17.1% | +79.3% | +63.4% |
| YTD | +19.6% | +10.1% | +9.4% | +3.1% |
| 1Y | +42.1% | +17.3% | +24.8% | +14.8% |
| 3Y | +87.5% | +249.3% | -161.8% | -51.4% |
| All | -73.3% | +239.2% | -312.4% | -93.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling