+3.6%
GOOG vs RL
+34.3%
-30.8%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +4.5% | -1.2% | +2.4% |
| 7D | -10.7% | +5.8% | -16.5% | -11.7% |
| 30D | -16.4% | +12.7% | -29.2% | -18.5% |
| 3M | -23.4% | +9.3% | -32.8% | -24.9% |
| 6M | -24.2% | +16.9% | -41.2% | -26.7% |
| YTD | -8.3% | +17.5% | -25.7% | -12.9% |
| 1Y | +3.6% | +34.6% | -31.0% | -7.6% |
| All | +3.6% | +34.3% | -30.8% | -7.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling