+767.4%
GOOG vs RL
+308.3%
+459.1%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.3% | +0.3% | +0.5% |
| 7D | -2.5% | -2.2% | -0.3% | -2.0% |
| 30D | -3.6% | -15.3% | +11.7% | +0.5% |
| 3M | -6.4% | -10.3% | +3.9% | -4.1% |
| 6M | +7.8% | -2.2% | +10.0% | +7.5% |
| YTD | +5.5% | -4.3% | +9.8% | +5.5% |
| 1Y | +38.3% | +8.9% | +29.4% | +33.5% |
| 3Y | +143.1% | +201.4% | -58.3% | +76.7% |
| 5Y | +135.0% | +230.6% | -95.6% | +63.2% |
| All | +767.4% | +308.3% | +459.1% | +472.6% |
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 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