+533.4%
BEN vs RL
+1,476.5%
-943.1%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -1.4% | +6.1% | +5.3% |
| 7D | +6.6% | -4.2% | +10.8% | +8.4% |
| 30D | +3.8% | +4.3% | -0.4% | +2.0% |
| 3M | +0.2% | -4.6% | +4.8% | +1.8% |
| 6M | +10.4% | +1.7% | +8.7% | +8.1% |
| YTD | +46.2% | +7.3% | +38.8% | +39.2% |
| 1Y | +52.3% | +20.8% | +31.5% | +37.8% |
| 3Y | +65.9% | +247.0% | -181.0% | -6.6% |
| 5Y | +20.6% | +225.5% | -204.9% | -31.7% |
| 10Y | +64.8% | +363.0% | -298.2% | -26.9% |
| All | +533.4% | +1,476.5% | -943.1% | +48.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling