+21.0%
BEN vs RL
+226.8%
-205.8%
-45.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -1.4% | +6.1% | +5.3% |
| 7D | +6.6% | -4.2% | +10.8% | +8.5% |
| 30D | +3.8% | +4.3% | -0.4% | +2.0% |
| 3M | +0.2% | -4.6% | +4.8% | +1.9% |
| 6M | +10.4% | +1.7% | +8.7% | +8.1% |
| YTD | +46.2% | +7.3% | +38.8% | +38.8% |
| 1Y | +52.3% | +20.8% | +31.5% | +36.7% |
| 3Y | +65.9% | +247.0% | -181.0% | -16.8% |
| All | +21.0% | +226.8% | -205.8% | -39.3% |
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