+22.2%
Z vs RL
+309.0%
-286.8%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | +4.5% | +4.9% | +7.9% |
| 7D | +10.2% | +5.8% | +4.4% | +8.2% |
| 30D | +23.7% | +12.7% | +11.0% | +18.9% |
| 3M | -6.6% | +9.3% | -15.9% | -9.5% |
| 6M | -23.0% | +16.9% | -39.9% | -27.7% |
| YTD | -50.3% | +17.5% | -67.8% | -53.5% |
| 1Y | -53.6% | +34.6% | -88.2% | -58.6% |
| 3Y | -10.1% | +273.2% | -283.3% | -44.4% |
| 5Y | -49.8% | +265.2% | -315.0% | -69.2% |
| 10Y | -1.6% | +406.7% | -408.3% | -46.3% |
| All | +22.2% | +309.0% | -286.8% | -32.7% |
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