+426.2%
BTSG vs RL
+141.4%
+284.8%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | +0.3% | -6.9% | -6.7% |
| 7D | -5.8% | -2.2% | -3.6% | -5.2% |
| 30D | 0.0% | -15.3% | +15.3% | +5.1% |
| 3M | -4.5% | -10.3% | +5.9% | -1.5% |
| 6M | +40.0% | -2.2% | +42.2% | +39.7% |
| YTD | +54.6% | -4.3% | +58.8% | +54.7% |
| 1Y | +106.1% | +8.9% | +97.3% | +98.2% |
| All | +426.2% | +141.4% | +284.8% | +334.0% |
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