+69.3%
W vs RL
+3.0%
+66.3%
-19.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.4% | -0.1% | -0.4% |
| 7D | -3.6% | -4.2% | +0.6% | 0.0% |
| 30D | +7.0% | +4.3% | +2.7% | +5.3% |
| 3M | +7.4% | -4.6% | +12.0% | +11.6% |
| 6M | +69.3% | +1.7% | +67.6% | +69.1% |
| All | +69.3% | +3.0% | +66.3% | +69.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling