+120.7%
GOOGL vs RL
+240.1%
-119.3%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.4% | +2.1% | +1.1% |
| 7D | +1.8% | -4.2% | +5.9% | +2.7% |
| 30D | -18.8% | +4.3% | -23.0% | -19.7% |
| 3M | -20.3% | -4.6% | -15.7% | -19.7% |
| 6M | -28.4% | +1.7% | -30.1% | -29.2% |
| YTD | -8.8% | +7.3% | -16.2% | -11.6% |
| 1Y | +0.3% | +20.8% | -20.5% | -5.7% |
| 3Y | +120.7% | +247.0% | -126.2% | +75.0% |
| All | +120.7% | +240.1% | -119.3% | +75.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling