+266,307.0%
AAPL vs RL
+1,366.2%
+264,940.8%
-81.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +2.0% | -4.5% | -3.0% |
| 7D | +0.1% | -0.8% | +0.9% | +0.3% |
| 30D | +3.0% | -7.8% | +10.7% | +5.0% |
| 3M | +2.9% | -4.0% | +6.9% | +3.6% |
| 6M | +22.1% | -1.9% | +24.0% | +21.5% |
| YTD | +18.0% | -0.2% | +18.2% | +16.6% |
| 1Y | +33.9% | +10.7% | +23.3% | +28.3% |
| 3Y | +71.2% | +210.8% | -139.6% | +21.7% |
| 5Y | +112.6% | +238.2% | -125.6% | +44.5% |
| 10Y | +1,198.8% | +313.4% | +885.4% | +668.5% |
| All | +266,307.0% | +1,366.2% | +264,940.8% | +91,087.0% |
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