-68.4%
U vs RL
+226.8%
-295.3%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -1.4% | +6.9% | +6.6% |
| 7D | +36.6% | -4.2% | +40.7% | +39.5% |
| 30D | +13.3% | +4.3% | +9.0% | +7.9% |
| 3M | +26.2% | -4.6% | +30.8% | +28.3% |
| 6M | +88.7% | +1.7% | +87.0% | +77.7% |
| YTD | +16.6% | +7.3% | +9.2% | +2.9% |
| 1Y | +29.0% | +20.8% | +8.2% | +1.6% |
| 3Y | +99.5% | +247.0% | -147.5% | -47.9% |
| All | -68.4% | +226.8% | -295.3% | -92.4% |
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