-20.4%
Z vs RL
+240.1%
-260.4%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.4% | -1.1% | -1.9% |
| 7D | -4.6% | -4.2% | -0.4% | -2.4% |
| 30D | +8.3% | +4.3% | +4.1% | +7.2% |
| 3M | -11.6% | -4.6% | -7.0% | -9.6% |
| 6M | -33.6% | +1.7% | -35.4% | -34.5% |
| YTD | -56.7% | +7.3% | -64.0% | -58.4% |
| 1Y | -59.1% | +20.8% | -79.9% | -62.8% |
| 3Y | -20.4% | +247.0% | -267.3% | -60.3% |
| All | -20.4% | +240.1% | -260.4% | -60.3% |
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 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