+52.9%
BEN vs RL
+342.1%
-289.2%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.8% | -0.4% | -0.9% |
| 7D | +11.3% | +2.4% | +9.0% | +10.3% |
| 30D | +15.0% | +4.6% | +10.4% | +13.0% |
| 3M | +7.8% | -1.1% | +9.0% | +8.1% |
| 6M | +15.5% | +16.5% | -1.0% | +7.1% |
| YTD | +55.4% | +11.4% | +44.0% | +45.8% |
| 1Y | +63.3% | +16.1% | +47.2% | +50.4% |
| 3Y | +83.4% | +252.6% | -169.2% | +0.9% |
| 5Y | +28.1% | +244.9% | -216.8% | -30.7% |
| All | +52.9% | +342.1% | -289.2% | -30.0% |
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