+243.6%
W vs RL
+397.7%
-154.0%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +5.8% | -1.2% | +0.8% |
| 7D | +3.3% | +0.2% | +3.0% | +3.4% |
| 30D | +10.5% | +7.3% | +3.2% | +6.0% |
| 3M | +9.6% | +1.0% | +8.6% | +8.9% |
| 6M | +76.4% | +11.8% | +64.6% | +63.7% |
| YTD | +16.4% | +13.6% | +2.8% | +7.2% |
| 1Y | +9.3% | +24.0% | -14.7% | -4.7% |
| 3Y | +172.8% | +256.6% | -83.8% | +32.5% |
| 5Y | -53.4% | +240.2% | -293.6% | -76.5% |
| 10Y | +243.6% | +373.0% | -129.3% | +50.9% |
| All | +243.6% | +397.7% | -154.0% | +50.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling