+56.4%
V vs RL
+212.5%
-156.0%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.0% | -3.0% | -1.2% |
| 7D | -1.7% | -0.8% | -0.9% | -1.6% |
| 30D | +2.0% | -7.8% | +9.7% | +3.0% |
| 3M | +17.4% | -4.0% | +21.4% | +17.7% |
| 6M | +17.5% | -1.9% | +19.4% | +17.0% |
| YTD | +7.6% | -0.2% | +7.8% | +6.7% |
| 1Y | +7.7% | +10.7% | -3.0% | +5.0% |
| All | +56.4% | +212.5% | -156.0% | +33.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling