+3,310.4%
V vs RL
+728.9%
+2,581.4%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.4% | +1.4% | +0.4% |
| 7D | +2.2% | -4.2% | +6.3% | +3.5% |
| 30D | +13.6% | +4.3% | +9.3% | +12.1% |
| 3M | +14.3% | -4.6% | +18.9% | +15.6% |
| 6M | +33.1% | +1.7% | +31.4% | +30.8% |
| YTD | +21.2% | +7.3% | +13.9% | +16.3% |
| 1Y | +26.4% | +20.8% | +5.6% | +16.7% |
| 3Y | +77.6% | +247.0% | -169.4% | +11.5% |
| 5Y | +102.6% | +225.5% | -122.9% | +25.9% |
| 10Y | +464.4% | +363.0% | +101.4% | +178.1% |
| All | +3,310.4% | +728.9% | +2,581.4% | +993.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling