+1,306.6%
AAPL vs RL
+369.1%
+937.5%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.3% | -0.9% | -0.7% |
| 7D | +5.0% | +1.3% | +3.7% | +4.6% |
| 30D | +3.5% | +7.6% | -4.1% | +1.5% |
| 3M | +13.1% | -1.5% | +14.6% | +13.2% |
| 6M | +19.0% | +12.1% | +7.0% | +14.6% |
| YTD | +28.5% | +13.9% | +14.6% | +22.7% |
| 1Y | +29.7% | +20.7% | +9.0% | +21.8% |
| 3Y | +89.2% | +260.6% | -171.3% | +31.5% |
| 5Y | +141.2% | +248.9% | -107.6% | +64.6% |
| 10Y | +1,306.6% | +355.9% | +950.7% | +763.7% |
| All | +1,306.6% | +369.1% | +937.5% | +763.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling