+103.9%
UL vs RL
+347.1%
-243.2%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.4% | +0.4% | -0.9% |
| 7D | -1.7% | -4.4% | +2.7% | -1.3% |
| 30D | +4.5% | +5.6% | -1.1% | +3.8% |
| 3M | +5.5% | -0.6% | +6.1% | +5.4% |
| 6M | +17.0% | +15.5% | +1.5% | +14.7% |
| YTD | +3.2% | +12.3% | -9.2% | +1.2% |
| 1Y | -1.9% | +19.3% | -21.2% | -4.4% |
| 3Y | +33.6% | +255.5% | -222.0% | +11.5% |
| 5Y | +31.5% | +247.1% | -215.6% | +8.3% |
| 10Y | +103.9% | +346.0% | -242.1% | +60.0% |
| All | +103.9% | +347.1% | -243.2% | +60.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling