-23.0%
IDXX vs RL
+232.4%
-255.3%
-52.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.7% | -1.1% | -0.6% |
| 7D | -5.7% | -3.4% | -2.3% | -4.5% |
| 30D | -11.5% | -14.4% | +2.9% | -6.2% |
| 3M | -9.5% | -13.6% | +4.0% | -4.7% |
| 6M | -16.0% | +0.6% | -16.5% | -17.1% |
| YTD | -25.4% | -3.6% | -21.8% | -25.4% |
| 1Y | -21.8% | +8.3% | -30.1% | -25.5% |
| 3Y | +7.0% | +204.8% | -197.7% | -37.1% |
| All | -23.0% | +232.4% | -255.3% | -57.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling