+196.2%
W vs RL
+189.5%
+6.7%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.4% | -0.1% | -0.6% |
| 7D | -3.6% | -4.2% | +0.6% | -0.9% |
| 30D | +7.0% | +4.3% | +2.7% | +4.8% |
| 3M | +7.4% | -4.6% | +12.0% | +10.5% |
| 6M | +69.3% | +1.7% | +67.6% | +67.3% |
| YTD | +11.3% | +7.3% | +3.9% | +7.1% |
| 1Y | +13.2% | +20.8% | -7.6% | +2.1% |
| 3Y | +142.0% | +247.0% | -104.9% | +30.9% |
| 5Y | -54.6% | +225.5% | -280.1% | -74.2% |
| 10Y | +243.7% | +363.0% | -119.3% | +64.7% |
| All | +196.2% | +189.5% | +6.7% | +43.5% |
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 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