+1,222.6%
D vs RL
+1,366.2%
-143.6%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-04.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.0% | -2.5% | -0.7% |
| 7D | +1.5% | -0.8% | +2.3% | +1.5% |
| 30D | -2.6% | -7.8% | +5.2% | -1.8% |
| 3M | 0.0% | -4.0% | +4.0% | +0.3% |
| 6M | +7.4% | -1.9% | +9.2% | +7.0% |
| YTD | +15.9% | -0.2% | +16.0% | +15.2% |
| 1Y | +18.1% | +10.7% | +7.4% | +15.9% |
| 3Y | +58.4% | +210.8% | -152.4% | +35.5% |
| 5Y | +5.2% | +238.2% | -233.0% | -12.4% |
| 10Y | +35.9% | +313.4% | -277.5% | +5.8% |
| All | +1,222.6% | +1,366.2% | -143.6% | +789.8% |
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 1990-01-01 to 2026-09-04: 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…
1990-01-01 to 2026-09-04 analysis · Full analysis span regression · 6 months rolling