+109.0%
AAPL vs RL
+241.4%
-132.4%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.1% | 0.0% | -0.8% |
| 7D | -2.7% | +1.9% | -4.6% | -3.3% |
| 30D | +1.0% | -12.2% | +13.2% | +4.8% |
| 3M | +5.0% | -6.6% | +11.6% | +6.6% |
| 6M | +23.0% | +3.2% | +19.9% | +20.3% |
| YTD | +16.6% | -1.3% | +17.9% | +15.3% |
| 1Y | +33.4% | +13.6% | +19.8% | +25.6% |
| 3Y | +79.9% | +210.9% | -131.0% | +18.2% |
| 5Y | +109.0% | +246.9% | -137.8% | +26.7% |
| All | +109.0% | +241.4% | -132.4% | +26.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling