+42.5%
BEN vs RL
+238.1%
-195.6%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +2.0% | +1.5% | +2.7% |
| 7D | +0.2% | -0.8% | +1.0% | +0.6% |
| 30D | -0.5% | -7.8% | +7.2% | +2.5% |
| 3M | +9.7% | -4.0% | +13.7% | +10.7% |
| 6M | +33.9% | -1.9% | +35.8% | +32.7% |
| YTD | +49.0% | -0.2% | +49.1% | +46.3% |
| 1Y | +42.1% | +10.7% | +31.4% | +33.0% |
| 3Y | +51.9% | +210.8% | -158.9% | -16.0% |
| All | +42.5% | +238.1% | -195.6% | -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 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