+11,453.7%
GOOGL vs RL
+1,363.2%
+10,090.5%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.3% | -0.5% | -0.3% |
| 7D | +2.6% | +1.3% | +1.3% | +2.1% |
| 30D | -18.3% | +7.6% | -25.9% | -20.2% |
| 3M | -19.6% | -1.5% | -18.1% | -19.5% |
| 6M | -28.2% | +12.1% | -40.3% | -31.2% |
| YTD | -8.0% | +13.9% | -21.9% | -12.7% |
| 1Y | -0.7% | +20.7% | -21.3% | -7.4% |
| 3Y | +118.8% | +260.6% | -141.8% | +44.8% |
| 5Y | +98.9% | +248.9% | -150.0% | +30.0% |
| 10Y | +643.6% | +355.9% | +287.7% | +308.0% |
| All | +11,453.7% | +1,363.2% | +10,090.5% | +3,762.5% |
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