+144.9%
W vs RL
+314.9%
-170.0%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +2.0% | +0.5% | +1.2% |
| 7D | -4.2% | -0.8% | -3.4% | -3.6% |
| 30D | -7.6% | -7.8% | +0.2% | -2.9% |
| 3M | +37.2% | -4.0% | +41.2% | +40.7% |
| 6M | +26.3% | -1.9% | +28.2% | +27.3% |
| YTD | -1.0% | -0.2% | -0.8% | -1.0% |
| 1Y | +20.1% | +10.7% | +9.4% | +12.1% |
| 3Y | +37.8% | +210.8% | -173.0% | -27.0% |
| 5Y | -63.7% | +238.2% | -301.9% | -81.1% |
| All | +144.9% | +314.9% | -170.0% | +14.5% |
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 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