+3,309.9%
V vs RL
+740.4%
+2,569.5%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -7.3% | +4.1% | -0.9% |
| 7D | +2.9% | -4.7% | +7.6% | +4.4% |
| 30D | +14.0% | +3.6% | +10.5% | +12.7% |
| 3M | +14.9% | +0.5% | +14.3% | +14.3% |
| 6M | +31.7% | +6.6% | +25.1% | +27.6% |
| YTD | +21.2% | +8.8% | +12.4% | +15.8% |
| 1Y | +25.3% | +21.8% | +3.5% | +15.3% |
| 3Y | +77.5% | +245.8% | -168.3% | +11.6% |
| 5Y | +102.6% | +230.0% | -127.4% | +25.4% |
| 10Y | +464.3% | +369.4% | +94.9% | +176.9% |
| All | +3,309.9% | +740.4% | +2,569.5% | +988.2% |
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