-49.8%
Z vs RL
+266.2%
-316.0%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | +4.5% | +4.9% | +7.1% |
| 7D | +10.2% | +5.8% | +4.4% | +7.1% |
| 30D | +23.7% | +12.7% | +11.0% | +16.6% |
| 3M | -6.6% | +9.3% | -15.9% | -11.0% |
| 6M | -23.0% | +16.9% | -39.9% | -30.2% |
| YTD | -50.3% | +17.5% | -67.8% | -55.4% |
| 1Y | -53.6% | +34.6% | -88.2% | -61.5% |
| 3Y | -10.1% | +273.2% | -283.3% | -62.7% |
| 5Y | -49.8% | +265.2% | -315.0% | -81.5% |
| All | -49.8% | +266.2% | -316.0% | -81.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling