+236.6%
FITB vs RL
+397.7%
-161.0%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +5.8% | -3.3% | -0.3% |
| 7D | -1.1% | +0.2% | -1.4% | -1.4% |
| 30D | +7.3% | +7.3% | 0.0% | +3.4% |
| 3M | -4.0% | +1.0% | -5.0% | -5.1% |
| 6M | +11.9% | +11.8% | +0.1% | +3.9% |
| YTD | +19.0% | +13.6% | +5.4% | +9.0% |
| 1Y | +31.0% | +24.0% | +7.0% | +14.6% |
| 3Y | +143.8% | +256.6% | -112.8% | +16.4% |
| 5Y | +48.9% | +240.2% | -191.3% | -29.6% |
| 10Y | +236.6% | +373.0% | -136.3% | +26.0% |
| All | +236.6% | +397.7% | -161.0% | +26.0% |
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