+796.3%
AU vs RL
+337.1%
+459.2%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.2% | -0.3% | -1.4% |
| 7D | -7.2% | +2.6% | -9.8% | -7.3% |
| 30D | -2.9% | +2.9% | -5.8% | -3.0% |
| 3M | -8.7% | 0.0% | -8.7% | -8.7% |
| 6M | -14.1% | +17.1% | -31.2% | -14.9% |
| YTD | +4.8% | +10.1% | -5.3% | +4.2% |
| 1Y | +11.9% | +17.3% | -5.4% | +11.0% |
| 3Y | +513.8% | +249.3% | +264.5% | +499.3% |
| 5Y | +379.3% | +240.9% | +138.4% | +362.8% |
| All | +796.3% | +337.1% | +459.2% | +903.2% |
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