-23.0%
Z vs RL
+14.9%
-37.9%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | +4.5% | +4.9% | +8.0% |
| 7D | +10.2% | +5.8% | +4.4% | +8.4% |
| 30D | +23.7% | +12.7% | +11.0% | +20.0% |
| 3M | -6.6% | +9.3% | -15.9% | -9.7% |
| 6M | -23.0% | +16.9% | -39.9% | -26.9% |
| All | -23.0% | +14.9% | -37.9% | -26.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling