-0.2%
W vs RL
+17.3%
-17.5%
-51.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.8% | -1.8% | -1.9% |
| 7D | -1.7% | +2.4% | -4.0% | -3.7% |
| 30D | +3.2% | +4.6% | -1.3% | +0.1% |
| 3M | +8.3% | -1.1% | +9.4% | +9.7% |
| 6M | +84.3% | +16.5% | +67.8% | +61.5% |
| YTD | +11.0% | +11.4% | -0.4% | +1.3% |
| 1Y | -0.2% | +16.1% | -16.3% | -14.8% |
| All | -0.2% | +17.3% | -17.5% | -14.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling