+533.2%
XYZ vs RL
+263.5%
+269.7%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.0% | -2.8% | -1.7% |
| 7D | -1.0% | -0.8% | -0.2% | -0.6% |
| 30D | -1.7% | -7.8% | +6.1% | +1.7% |
| 3M | +16.7% | -4.0% | +20.7% | +18.0% |
| 6M | +26.9% | -1.9% | +28.7% | +25.3% |
| YTD | +27.1% | -0.2% | +27.3% | +23.9% |
| 1Y | +9.3% | +10.7% | -1.4% | +1.0% |
| 3Y | +42.3% | +210.8% | -168.5% | -22.5% |
| 5Y | -69.3% | +238.2% | -307.6% | -83.7% |
| 10Y | +586.8% | +313.4% | +273.4% | +229.9% |
| All | +533.2% | +263.5% | +269.7% | +167.2% |
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