+249.6%
ALAB vs RL
+124.2%
+125.4%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.7% | +5.8% | +7.9% | +9.7% |
| 7D | -5.6% | +0.2% | -5.8% | -4.9% |
| 30D | -36.6% | +7.3% | -44.0% | -39.0% |
| 3M | -35.1% | +1.0% | -36.1% | -35.4% |
| 6M | +8.5% | +11.8% | -3.2% | -0.1% |
| YTD | +30.4% | +13.6% | +16.8% | +16.1% |
| 1Y | +31.0% | +24.0% | +7.0% | +8.6% |
| All | +249.6% | +124.2% | +125.4% | +63.5% |
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 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