+210.1%
W vs RL
+337.1%
-126.9%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.2% | +1.5% | +1.1% |
| 7D | +0.2% | +2.6% | -2.4% | -1.5% |
| 30D | +6.8% | +2.9% | +3.9% | +5.2% |
| 3M | +10.7% | 0.0% | +10.7% | +10.8% |
| 6M | +86.3% | +17.1% | +69.2% | +67.6% |
| YTD | +11.5% | +10.1% | +1.3% | +4.8% |
| 1Y | +5.1% | +17.3% | -12.2% | -5.1% |
| 3Y | +171.0% | +249.3% | -78.3% | +33.5% |
| 5Y | -56.6% | +240.9% | -297.5% | -77.9% |
| All | +210.1% | +337.1% | -126.9% | +39.3% |
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