+217.0%
W vs RL
+369.1%
-152.1%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +0.3% | -4.0% | -3.9% |
| 7D | +1.1% | +1.3% | -0.2% | +0.5% |
| 30D | +6.4% | +7.6% | -1.2% | +1.8% |
| 3M | +9.0% | -1.5% | +10.5% | +10.2% |
| 6M | +69.8% | +12.1% | +57.7% | +57.3% |
| YTD | +12.1% | +13.9% | -1.9% | +3.0% |
| 1Y | 0.0% | +20.7% | -20.6% | -11.3% |
| 3Y | +160.3% | +260.6% | -100.2% | +25.7% |
| 5Y | -53.3% | +248.9% | -302.2% | -76.7% |
| 10Y | +217.0% | +355.9% | -138.9% | +38.5% |
| All | +217.0% | +369.1% | -152.1% | +38.5% |
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