+11,830.0%
GOOG vs RL
+1,331.0%
+10,499.1%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.8% | +2.4% | +1.9% |
| 7D | +4.8% | +2.4% | +2.5% | +4.1% |
| 30D | -15.5% | +4.6% | -20.1% | -16.8% |
| 3M | -13.7% | -1.1% | -12.6% | -13.8% |
| 6M | -23.0% | +16.5% | -39.5% | -27.0% |
| YTD | -5.7% | +11.4% | -17.1% | -10.0% |
| 1Y | +3.0% | +16.1% | -13.1% | -2.9% |
| 3Y | +122.4% | +252.6% | -130.2% | +48.1% |
| 5Y | +99.2% | +244.9% | -145.6% | +30.8% |
| 10Y | +690.8% | +342.4% | +348.5% | +338.3% |
| All | +11,830.0% | +1,331.0% | +10,499.1% | +3,915.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling