+1,008.9%
BE vs RL
+202.4%
+806.5%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | -1.1% | +10.8% | +10.3% |
| 7D | +29.8% | +1.9% | +27.9% | +28.5% |
| 30D | +26.4% | -12.2% | +38.6% | +35.6% |
| 3M | +9.3% | -6.6% | +16.0% | +13.2% |
| 6M | +105.1% | +3.2% | +101.9% | +99.6% |
| YTD | +219.0% | -1.3% | +220.3% | +218.1% |
| 1Y | +418.8% | +13.6% | +405.2% | +377.5% |
| 3Y | +1,784.6% | +210.9% | +1,573.7% | +867.2% |
| 5Y | +1,251.0% | +246.9% | +1,004.1% | +544.3% |
| All | +1,008.9% | +202.4% | +806.5% | +453.8% |
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