+29.3%
V vs RL
+34.3%
-5.0%
-17.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +4.5% | -0.6% | +3.4% |
| 7D | +9.0% | +5.8% | +3.2% | +8.4% |
| 30D | +18.1% | +12.7% | +5.4% | +16.8% |
| 3M | +18.3% | +9.3% | +9.0% | +17.2% |
| 6M | +34.1% | +16.9% | +17.2% | +31.7% |
| YTD | +25.2% | +17.5% | +7.8% | +22.2% |
| 1Y | +29.3% | +34.6% | -5.3% | +22.3% |
| All | +29.3% | +34.3% | -5.0% | +22.3% |
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