+668.3%
AU vs RL
+308.3%
+359.9%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +0.3% | -4.6% | -4.3% |
| 7D | -7.0% | -2.2% | -4.8% | -6.9% |
| 30D | +7.3% | -15.3% | +22.6% | +8.3% |
| 3M | +33.2% | -10.3% | +43.6% | +34.1% |
| 6M | -0.6% | -2.2% | +1.6% | -0.4% |
| YTD | +26.2% | -4.3% | +30.5% | +26.5% |
| 1Y | +68.3% | +8.9% | +59.4% | +68.1% |
| 3Y | +592.1% | +201.4% | +390.7% | +581.6% |
| 5Y | +685.3% | +230.6% | +454.7% | +669.8% |
| All | +668.3% | +308.3% | +359.9% | +730.6% |
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