+2,926.4%
V vs RL
+670.9%
+2,255.5%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.0% | -3.0% | -1.6% |
| 7D | -1.7% | -0.8% | -0.9% | -1.5% |
| 30D | +2.0% | -7.8% | +9.7% | +4.4% |
| 3M | +17.4% | -4.0% | +21.4% | +18.2% |
| 6M | +17.5% | -1.9% | +19.4% | +16.3% |
| YTD | +7.6% | -0.2% | +7.8% | +5.7% |
| 1Y | +7.7% | +10.7% | -3.0% | +2.1% |
| 3Y | +54.7% | +210.8% | -156.1% | +0.5% |
| 5Y | +73.0% | +238.2% | -165.2% | +5.7% |
| 10Y | +390.9% | +313.4% | +77.5% | +151.2% |
| All | +2,926.4% | +670.9% | +2,255.5% | +893.2% |
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