+99.1%
V vs RL
+226.8%
-127.8%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.4% | +1.4% | +0.3% |
| 7D | +2.2% | -4.2% | +6.3% | +3.2% |
| 30D | +13.6% | +4.3% | +9.3% | +12.5% |
| 3M | +14.3% | -4.6% | +18.9% | +15.3% |
| 6M | +33.1% | +1.7% | +31.4% | +31.5% |
| YTD | +21.2% | +7.3% | +13.9% | +17.6% |
| 1Y | +26.4% | +20.8% | +5.6% | +18.8% |
| 3Y | +77.6% | +247.0% | -169.4% | +17.9% |
| All | +99.1% | +226.8% | -127.8% | +31.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling