+99.9%
GOOG vs RL
+243.0%
-143.1%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.4% | +3.4% | +2.4% |
| 7D | +1.2% | -4.4% | +5.5% | +2.4% |
| 30D | -16.7% | +5.6% | -22.3% | -18.4% |
| 3M | -15.2% | -0.6% | -14.6% | -15.4% |
| 6M | -24.8% | +15.5% | -40.2% | -29.1% |
| YTD | -7.2% | +12.3% | -19.5% | -12.4% |
| 1Y | -0.1% | +19.3% | -19.4% | -7.7% |
| 3Y | +118.8% | +255.5% | -136.7% | +28.7% |
| 5Y | +99.9% | +247.1% | -147.1% | +11.5% |
| All | +99.9% | +243.0% | -143.1% | +11.5% |
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 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