+163.6%
W vs RL
+169.3%
-5.7%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +2.0% | +0.5% | +1.3% |
| 7D | -4.2% | -0.8% | -3.4% | -3.6% |
| 30D | -7.6% | -7.8% | +0.2% | -3.4% |
| 3M | +37.2% | -4.0% | +41.2% | +40.4% |
| 6M | +26.3% | -1.9% | +28.2% | +27.4% |
| YTD | -1.0% | -0.2% | -0.8% | -0.8% |
| 1Y | +20.1% | +10.7% | +9.4% | +13.2% |
| 3Y | +37.8% | +210.8% | -173.0% | -21.0% |
| 5Y | -63.7% | +238.2% | -301.9% | -79.3% |
| 10Y | +156.3% | +313.4% | -157.0% | +28.8% |
| All | +163.6% | +169.3% | -5.7% | +32.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling