+248.5%
ALAB vs RL
+124.8%
+123.7%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.3% | -0.6% | -0.5% |
| 7D | -7.5% | +1.3% | -8.8% | -7.5% |
| 30D | -36.8% | +7.6% | -44.5% | -39.3% |
| 3M | -31.9% | -1.5% | -30.3% | -30.9% |
| 6M | +8.2% | +12.1% | -3.9% | -0.6% |
| YTD | +29.9% | +13.9% | +16.0% | +15.5% |
| 1Y | +24.4% | +20.7% | +3.8% | +5.4% |
| All | +248.5% | +124.8% | +123.7% | +62.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling