-64.8%
Z vs RL
+238.1%
-302.9%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +2.0% | -4.2% | -3.1% |
| 7D | -3.0% | -0.8% | -2.2% | -2.6% |
| 30D | -4.2% | -7.8% | +3.6% | -0.7% |
| 3M | -3.7% | -4.0% | +0.3% | -2.8% |
| 6M | -24.5% | -1.9% | -22.6% | -25.5% |
| YTD | -49.3% | -0.2% | -49.1% | -50.5% |
| 1Y | -58.7% | +10.7% | -69.3% | -62.1% |
| 3Y | -34.1% | +210.8% | -244.9% | -68.5% |
| All | -64.8% | +238.1% | -302.9% | -84.4% |
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