+44.7%
FITB vs RL
+226.8%
-182.1%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.4% | +0.6% | -0.2% |
| 7D | -1.5% | -4.2% | +2.6% | +0.1% |
| 30D | +5.8% | +4.3% | +1.6% | +3.8% |
| 3M | -6.1% | -4.6% | -1.5% | -4.7% |
| 6M | +5.9% | +1.7% | +4.2% | +3.5% |
| YTD | +16.1% | +7.3% | +8.8% | +10.3% |
| 1Y | +28.8% | +20.8% | +8.0% | +15.9% |
| 3Y | +126.0% | +247.0% | -120.9% | +15.0% |
| All | +44.7% | +226.8% | -182.1% | -25.0% |
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 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