+528.6%
BTSG vs RL
+186.6%
+342.1%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +5.8% | -2.9% | +1.3% |
| 7D | +4.4% | +0.2% | +4.1% | +4.3% |
| 30D | +8.5% | +7.3% | +1.2% | +6.0% |
| 3M | +10.8% | +1.0% | +9.7% | +10.1% |
| 6M | +26.1% | +11.8% | +14.3% | +21.0% |
| YTD | +84.6% | +13.6% | +71.0% | +75.1% |
| 1Y | +108.7% | +24.0% | +84.6% | +92.6% |
| All | +528.6% | +186.6% | +342.1% | +391.3% |
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