+15,869.4%
IDXX vs RL
+1,305.5%
+14,563.9%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.3% | -2.0% | -1.7% |
| 7D | -4.3% | -2.2% | -2.1% | -3.8% |
| 30D | -13.7% | -15.3% | +1.7% | -10.5% |
| 3M | -9.1% | -10.3% | +1.3% | -7.0% |
| 6M | -15.4% | -2.2% | -13.2% | -15.4% |
| YTD | -25.1% | -4.3% | -20.8% | -24.9% |
| 1Y | -20.6% | +8.9% | -29.5% | -22.6% |
| 3Y | +8.7% | +201.4% | -192.7% | -15.7% |
| 5Y | -25.7% | +230.6% | -256.3% | -44.0% |
| 10Y | +360.6% | +306.1% | +54.5% | +211.5% |
| All | +15,869.4% | +1,305.5% | +14,563.9% | +6,867.0% |
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 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