+35.1%
AAPL vs RL
+9.8%
+25.3%
-13.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.3% | +3.1% | +0.1% |
| 7D | -3.0% | -0.3% | -2.7% | -2.9% |
| 30D | +2.3% | -17.5% | +19.8% | +4.9% |
| 3M | +8.6% | -14.0% | +22.6% | +10.6% |
| 6M | +21.6% | -2.0% | +23.5% | +21.0% |
| YTD | +16.3% | -4.6% | +20.9% | +16.2% |
| 1Y | +35.1% | +9.5% | +25.6% | +36.5% |
| All | +35.1% | +9.8% | +25.3% | +36.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling