+1,237.1%
AAPL vs RL
+297.6%
+939.5%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.3% | +3.1% | +0.5% |
| 7D | -3.0% | -0.3% | -2.7% | -2.9% |
| 30D | +2.3% | -17.5% | +19.8% | +7.2% |
| 3M | +8.6% | -14.0% | +22.6% | +12.4% |
| 6M | +21.6% | -2.0% | +23.5% | +20.9% |
| YTD | +16.3% | -4.6% | +20.9% | +16.3% |
| 1Y | +35.1% | +9.5% | +25.6% | +29.9% |
| 3Y | +79.4% | +200.5% | -121.1% | +30.9% |
| 5Y | +109.8% | +226.3% | -116.4% | +46.6% |
| 10Y | +1,237.1% | +304.8% | +932.3% | +768.9% |
| All | +1,237.1% | +297.6% | +939.5% | +768.9% |
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 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