+185.1%
ITW vs RL
+308.3%
-123.2%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.3% | +0.1% | +0.4% |
| 7D | -2.4% | -2.2% | -0.2% | -1.7% |
| 30D | -9.5% | -15.3% | +5.8% | -5.0% |
| 3M | +6.6% | -10.3% | +17.0% | +9.8% |
| 6M | -1.8% | -2.2% | +0.5% | -2.0% |
| YTD | +9.0% | -4.3% | +13.3% | +9.1% |
| 1Y | +3.6% | +8.9% | -5.3% | -0.6% |
| 3Y | +19.4% | +201.4% | -182.0% | -19.5% |
| 5Y | +36.4% | +230.6% | -194.2% | -13.5% |
| All | +185.1% | +308.3% | -123.2% | +58.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling