+128.8%
GOOG vs RL
+233.3%
-104.6%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -3.3% | +1.3% | -1.1% |
| 7D | -1.6% | -0.3% | -1.3% | -1.5% |
| 30D | -7.7% | -17.5% | +9.9% | -2.1% |
| 3M | -9.3% | -14.0% | +4.7% | -5.4% |
| 6M | +7.4% | -2.0% | +9.4% | +6.8% |
| YTD | +4.9% | -4.6% | +9.4% | +4.8% |
| 1Y | +37.2% | +9.5% | +27.7% | +30.7% |
| 3Y | +141.6% | +200.5% | -58.9% | +55.8% |
| 5Y | +128.8% | +226.3% | -97.5% | +35.2% |
| All | +128.8% | +233.3% | -104.6% | +35.2% |
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