+412.6%
CSX vs RL
+397.7%
+15.0%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +5.8% | -3.1% | +1.1% |
| 7D | -2.2% | +0.2% | -2.5% | -2.3% |
| 30D | +6.8% | +7.3% | -0.5% | +4.5% |
| 3M | +0.7% | +1.0% | -0.4% | +0.1% |
| 6M | +13.3% | +11.8% | +1.5% | +8.4% |
| YTD | +40.5% | +13.6% | +26.9% | +33.2% |
| 1Y | +44.7% | +24.0% | +20.6% | +33.3% |
| 3Y | +74.5% | +256.6% | -182.1% | +11.4% |
| 5Y | +52.0% | +240.2% | -188.2% | -4.8% |
| 10Y | +412.6% | +373.0% | +39.7% | +178.2% |
| All | +412.6% | +397.7% | +15.0% | +178.2% |
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