+66.7%
UL vs RL
+304.3%
-237.7%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.1% | +0.1% | -0.9% |
| 7D | -1.3% | +1.9% | -3.2% | -1.5% |
| 30D | +0.9% | -12.2% | +13.1% | +2.4% |
| 3M | +14.2% | -6.6% | +20.9% | +15.0% |
| 6M | -3.2% | +3.2% | -6.3% | -3.9% |
| YTD | -0.3% | -1.3% | +1.0% | -0.7% |
| 1Y | -8.8% | +13.6% | -22.4% | -10.6% |
| 3Y | +23.9% | +210.9% | -187.0% | +5.2% |
| 5Y | +21.4% | +246.9% | -225.5% | +0.1% |
| 10Y | +66.7% | +310.1% | -243.4% | +32.8% |
| All | +66.7% | +304.3% | -237.7% | +32.8% |
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 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