+356.8%
ACWI vs RL
+700.0%
-343.2%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.0% | -2.1% | -0.7% |
| 7D | +0.5% | -0.8% | +1.3% | +0.7% |
| 30D | +0.9% | -7.8% | +8.6% | +3.3% |
| 3M | +2.4% | -4.0% | +6.4% | +3.2% |
| 6M | +12.4% | -1.9% | +14.3% | +11.8% |
| YTD | +15.2% | -0.2% | +15.3% | +13.6% |
| 1Y | +22.7% | +10.7% | +12.0% | +16.8% |
| 3Y | +75.8% | +210.8% | -135.0% | +16.5% |
| 5Y | +67.7% | +238.2% | -170.5% | +4.4% |
| 10Y | +229.0% | +313.4% | -84.4% | +70.1% |
| All | +356.8% | +700.0% | -343.2% | +41.9% |
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 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