-69.4%
U vs RL
+238.1%
-307.5%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.0% | -3.0% | -2.6% |
| 7D | -3.8% | -0.8% | -3.0% | -3.2% |
| 30D | +17.5% | -7.8% | +25.2% | +25.4% |
| 3M | +38.7% | -4.0% | +42.7% | +42.0% |
| 6M | +104.4% | -1.9% | +106.3% | +98.8% |
| YTD | -5.7% | -0.2% | -5.5% | -9.7% |
| 1Y | +3.7% | +10.7% | -7.0% | -10.2% |
| 3Y | +12.3% | +210.8% | -198.4% | -65.0% |
| All | -69.4% | +238.1% | -307.5% | -91.6% |
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 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