-34.0%
Z vs RL
+212.5%
-246.4%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +2.0% | -4.2% | -2.9% |
| 7D | -3.0% | -0.8% | -2.2% | -2.7% |
| 30D | -4.2% | -7.8% | +3.6% | -1.4% |
| 3M | -3.7% | -4.0% | +0.3% | -3.0% |
| 6M | -24.5% | -1.9% | -22.6% | -25.2% |
| YTD | -49.3% | -0.2% | -49.1% | -50.2% |
| 1Y | -58.7% | +10.7% | -69.3% | -61.4% |
| All | -34.0% | +212.5% | -246.4% | -66.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling