+149.7%
GEN vs RL
+369.1%
-219.4%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.3% | +0.4% | +0.7% |
| 7D | +1.0% | +1.3% | -0.3% | +0.8% |
| 30D | +29.1% | +7.6% | +21.4% | +27.6% |
| 3M | +2.9% | -1.5% | +4.4% | +3.0% |
| 6M | +33.6% | +12.1% | +21.5% | +30.6% |
| YTD | +12.0% | +13.9% | -1.9% | +8.9% |
| 1Y | +16.2% | +20.7% | -4.5% | +11.8% |
| 3Y | +65.1% | +260.6% | -195.5% | +33.3% |
| 5Y | +33.3% | +248.9% | -215.6% | +6.5% |
| 10Y | +149.7% | +355.9% | -206.2% | +91.5% |
| All | +149.7% | +369.1% | -219.4% | +91.5% |
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