+13,444.1%
GOOG vs RL
+1,182.3%
+12,261.8%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.0% | -3.1% | -1.6% |
| 7D | -2.1% | -0.8% | -1.3% | -1.9% |
| 30D | -6.8% | -7.8% | +0.9% | -4.8% |
| 3M | -9.1% | -4.0% | -5.1% | -8.4% |
| 6M | +10.7% | -1.9% | +12.6% | +10.2% |
| YTD | +7.1% | -0.2% | +7.2% | +5.8% |
| 1Y | +44.6% | +10.7% | +34.0% | +38.4% |
| 3Y | +147.4% | +210.8% | -63.3% | +71.4% |
| 5Y | +133.8% | +238.2% | -104.4% | +54.2% |
| 10Y | +777.5% | +313.4% | +464.1% | +396.1% |
| All | +13,444.1% | +1,182.3% | +12,261.8% | +4,619.8% |
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