+788.4%
AU vs RL
+1,690.0%
-901.6%
-90.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +2.0% | -4.4% | -2.6% |
| 7D | -3.6% | -0.8% | -2.8% | -3.6% |
| 30D | +23.9% | -7.8% | +31.6% | +24.9% |
| 3M | +19.1% | -4.0% | +23.1% | +19.6% |
| 6M | -0.2% | -1.9% | +1.7% | +0.1% |
| YTD | +32.5% | -0.2% | +32.6% | +32.3% |
| 1Y | +96.9% | +10.7% | +86.3% | +94.8% |
| 3Y | +614.7% | +210.8% | +404.0% | +529.2% |
| 5Y | +647.7% | +238.2% | +409.5% | +543.2% |
| 10Y | +679.2% | +313.4% | +365.8% | +523.5% |
| All | +788.4% | +1,690.0% | -901.6% | +611.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling