+283.9%
FITB vs RL
+304.3%
-20.4%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.1% | +0.5% | -0.1% |
| 7D | +2.8% | +1.9% | +0.9% | +1.8% |
| 30D | -4.5% | -12.2% | +7.7% | +1.6% |
| 3M | +5.7% | -6.6% | +12.3% | +8.4% |
| 6M | +17.1% | +3.2% | +14.0% | +13.1% |
| YTD | +18.3% | -1.3% | +19.6% | +16.7% |
| 1Y | +23.9% | +13.6% | +10.3% | +13.2% |
| 3Y | +131.1% | +210.9% | -79.8% | +18.3% |
| 5Y | +71.1% | +246.9% | -175.8% | -20.8% |
| 10Y | +283.9% | +310.1% | -26.2% | +52.4% |
| All | +283.9% | +304.3% | -20.4% | +52.4% |
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