+692.8%
GOOGL vs RL
+337.1%
+355.8%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.2% | +0.2% | -0.7% |
| 7D | +3.9% | +2.6% | +1.3% | +3.1% |
| 30D | -14.9% | +2.9% | -17.9% | -15.8% |
| 3M | -14.6% | 0.0% | -14.6% | -14.8% |
| 6M | -26.4% | +17.1% | -43.6% | -30.0% |
| YTD | -5.3% | +10.1% | -15.4% | -8.9% |
| 1Y | +6.5% | +17.3% | -10.9% | +0.7% |
| 3Y | +126.0% | +249.3% | -123.3% | +57.4% |
| 5Y | +100.8% | +240.9% | -140.1% | +37.3% |
| All | +692.8% | +337.1% | +355.8% | +434.2% |
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 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