+227.1%
ACWI vs RL
+347.1%
-120.0%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.4% | +2.6% | +1.5% |
| 7D | -0.7% | -4.4% | +3.7% | +0.4% |
| 30D | -2.0% | +5.6% | -7.6% | -3.4% |
| 3M | -2.2% | -0.6% | -1.5% | -2.2% |
| 6M | +1.9% | +15.5% | -13.6% | -2.5% |
| YTD | +12.0% | +12.3% | -0.3% | +7.5% |
| 1Y | +12.5% | +19.3% | -6.8% | +6.3% |
| 3Y | +75.4% | +255.5% | -180.1% | +22.6% |
| 5Y | +61.5% | +247.1% | -185.5% | +10.7% |
| 10Y | +227.1% | +346.0% | -118.9% | +103.2% |
| All | +227.1% | +347.1% | -120.0% | +103.2% |
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