+76.1%
V vs RL
+260.1%
-184.0%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.3% | -0.1% | +0.2% |
| 7D | +0.6% | +1.3% | -0.7% | +0.4% |
| 30D | +9.7% | +7.6% | +2.1% | +8.6% |
| 3M | +17.3% | -1.5% | +18.8% | +17.4% |
| 6M | +33.2% | +12.1% | +21.1% | +30.5% |
| YTD | +21.3% | +13.9% | +7.4% | +18.1% |
| 1Y | +27.3% | +20.7% | +6.7% | +22.8% |
| 3Y | +76.1% | +260.6% | -184.5% | +50.4% |
| All | +76.1% | +260.1% | -184.0% | +50.4% |
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