-14.0%
Z vs RL
+362.4%
-376.4%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.6% | -7.3% | -3.3% | -7.8% |
| 7D | -2.3% | -4.7% | +2.4% | -0.1% |
| 30D | +9.4% | +3.6% | +5.8% | +8.4% |
| 3M | -16.1% | +0.5% | -16.6% | -16.2% |
| 6M | -30.4% | +6.6% | -37.0% | -32.7% |
| YTD | -55.6% | +8.8% | -64.4% | -57.5% |
| 1Y | -58.5% | +21.8% | -80.3% | -62.1% |
| 3Y | -19.6% | +245.8% | -265.4% | -52.3% |
| 5Y | -54.1% | +230.0% | -284.1% | -72.8% |
| All | -14.0% | +362.4% | -376.4% | -56.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling