+0.8%
UL vs RL
+15.3%
-14.5%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.2% | +2.2% | +1.2% |
| 7D | +1.1% | +2.6% | -1.5% | +0.7% |
| 30D | +4.5% | +2.9% | +1.6% | +3.9% |
| 3M | +6.5% | 0.0% | +6.5% | +6.1% |
| 6M | +18.2% | +17.1% | +1.1% | +14.6% |
| YTD | +4.7% | +10.1% | -5.4% | +2.1% |
| 1Y | +0.8% | +17.3% | -16.5% | -5.2% |
| All | +0.8% | +15.3% | -14.5% | -5.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling