-16.0%
Z vs RL
+369.1%
-385.1%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +0.3% | -5.8% | -5.6% |
| 7D | -6.5% | +1.3% | -7.8% | -6.7% |
| 30D | -0.1% | +7.6% | -7.7% | -2.5% |
| 3M | -14.1% | -1.5% | -12.6% | -13.4% |
| 6M | -30.1% | +12.1% | -42.1% | -33.6% |
| YTD | -57.5% | +13.9% | -71.4% | -60.1% |
| 1Y | -60.3% | +20.7% | -81.0% | -63.6% |
| 3Y | -21.0% | +260.6% | -281.6% | -54.0% |
| 5Y | -54.9% | +248.9% | -303.8% | -73.9% |
| 10Y | -16.0% | +355.9% | -371.9% | -57.7% |
| All | -16.0% | +369.1% | -385.1% | -57.7% |
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