+643.6%
GOOGL vs RL
+369.1%
+274.5%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.3% | -0.5% | -0.3% |
| 7D | +2.6% | +1.3% | +1.3% | +2.2% |
| 30D | -18.3% | +7.6% | -25.9% | -20.0% |
| 3M | -19.6% | -1.5% | -18.1% | -19.5% |
| 6M | -28.2% | +12.1% | -40.3% | -30.9% |
| YTD | -8.0% | +13.9% | -21.9% | -12.2% |
| 1Y | -0.7% | +20.7% | -21.3% | -6.7% |
| 3Y | +118.8% | +260.6% | -141.8% | +51.5% |
| 5Y | +98.9% | +248.9% | -150.0% | +35.4% |
| 10Y | +643.6% | +355.9% | +287.7% | +373.0% |
| All | +643.6% | +369.1% | +274.5% | +373.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling