+700.5%
AU vs RL
+233.3%
+467.2%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.3% | +4.0% | +1.3% |
| 7D | +0.6% | -0.3% | +0.9% | +0.7% |
| 30D | +12.3% | -17.5% | +29.8% | +16.4% |
| 3M | +29.4% | -14.0% | +43.3% | +33.0% |
| 6M | +3.2% | -2.0% | +5.2% | +3.7% |
| YTD | +31.8% | -4.6% | +36.4% | +32.7% |
| 1Y | +83.4% | +9.5% | +73.9% | +81.4% |
| 3Y | +623.1% | +200.5% | +422.6% | +513.2% |
| 5Y | +700.5% | +226.3% | +474.2% | +546.1% |
| All | +700.5% | +233.3% | +467.2% | +546.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling