+177.1%
W vs RL
+257.6%
-80.5%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.4% | +3.1% | +3.0% |
| 7D | -7.4% | -4.4% | -3.0% | -3.3% |
| 30D | +7.8% | +5.6% | +2.2% | +2.7% |
| 3M | +10.9% | -0.6% | +11.5% | +11.5% |
| 6M | +86.4% | +15.5% | +71.0% | +59.5% |
| YTD | +14.0% | +12.3% | +1.6% | 0.0% |
| 1Y | +3.5% | +19.3% | -15.8% | -14.7% |
| All | +177.1% | +257.6% | -80.5% | -28.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling