-24.7%
U vs RL
+440.7%
-465.3%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -1.4% | +6.9% | +6.3% |
| 7D | +36.6% | -4.2% | +40.7% | +38.8% |
| 30D | +13.3% | +4.3% | +9.0% | +9.3% |
| 3M | +26.2% | -4.6% | +30.8% | +27.9% |
| 6M | +88.7% | +1.7% | +87.0% | +81.2% |
| YTD | +16.6% | +7.3% | +9.2% | +7.0% |
| 1Y | +29.0% | +20.8% | +8.2% | +9.2% |
| 3Y | +99.5% | +247.0% | -147.5% | -14.7% |
| 5Y | -66.1% | +225.5% | -291.6% | -86.0% |
| All | -24.7% | +440.7% | -465.3% | -64.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling