+547.4%
BTSG vs RL
+177.8%
+369.6%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.2% | +0.8% | 0.0% |
| 7D | +6.0% | +2.6% | +3.5% | +5.2% |
| 30D | +12.4% | +2.9% | +9.5% | +11.2% |
| 3M | +18.2% | 0.0% | +18.2% | +17.9% |
| 6M | +26.0% | +17.1% | +8.9% | +19.0% |
| YTD | +90.1% | +10.1% | +80.0% | +82.0% |
| 1Y | +124.3% | +17.3% | +107.0% | +110.5% |
| All | +547.4% | +177.8% | +369.6% | +410.6% |
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