+13,507.3%
GOOGL vs RL
+1,182.3%
+12,325.0%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.0% | -3.1% | -1.7% |
| 7D | -2.3% | -0.8% | -1.5% | -2.1% |
| 30D | -6.6% | -7.8% | +1.2% | -4.5% |
| 3M | -8.9% | -4.0% | -5.0% | -8.3% |
| 6M | +11.9% | -1.9% | +13.8% | +11.4% |
| YTD | +8.3% | -0.2% | +8.5% | +7.0% |
| 1Y | +46.2% | +10.7% | +35.5% | +39.9% |
| 3Y | +151.9% | +210.8% | -58.9% | +74.3% |
| 5Y | +137.7% | +238.2% | -100.5% | +56.6% |
| 10Y | +757.6% | +313.4% | +444.2% | +384.1% |
| All | +13,507.3% | +1,182.3% | +12,325.0% | +4,637.9% |
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