+4.4%
GOOGL vs RL
+34.3%
-30.0%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +4.5% | -1.3% | +2.3% |
| 7D | -11.1% | +5.8% | -16.8% | -12.1% |
| 30D | -16.6% | +12.7% | -29.3% | -18.7% |
| 3M | -23.4% | +9.3% | -32.8% | -25.0% |
| 6M | -24.5% | +16.9% | -41.4% | -27.1% |
| YTD | -7.5% | +17.5% | -25.0% | -12.3% |
| 1Y | +4.4% | +34.6% | -30.3% | -7.1% |
| All | +4.4% | +34.3% | -30.0% | -7.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling