+87.7%
BEN vs RL
+250.5%
-162.9%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.2% | +1.6% | +0.8% |
| 7D | +6.8% | +2.6% | +4.2% | +5.9% |
| 30D | +18.0% | +2.9% | +15.0% | +17.0% |
| 3M | +7.5% | 0.0% | +7.5% | +7.4% |
| 6M | +14.7% | +17.1% | -2.4% | +8.0% |
| YTD | +56.1% | +10.1% | +46.0% | +49.2% |
| 1Y | +69.6% | +17.3% | +52.3% | +58.5% |
| 3Y | +87.7% | +249.3% | -161.7% | +8.5% |
| All | +87.7% | +250.5% | -162.9% | +8.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling