+24.7%
Z vs RL
+247.6%
-222.9%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +2.0% | -4.2% | -2.8% |
| 7D | -3.0% | -0.8% | -2.2% | -2.7% |
| 30D | -4.2% | -7.8% | +3.6% | -1.8% |
| 3M | -3.7% | -4.0% | +0.3% | -3.0% |
| 6M | -24.5% | -1.9% | -22.6% | -25.0% |
| YTD | -49.3% | -0.2% | -49.1% | -50.0% |
| 1Y | -58.7% | +10.7% | -69.3% | -60.8% |
| 3Y | -34.1% | +210.8% | -244.9% | -56.8% |
| 5Y | -64.5% | +238.2% | -302.8% | -77.6% |
| 10Y | -0.5% | +313.4% | -313.9% | -42.6% |
| All | +24.7% | +247.6% | -222.9% | -27.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling