+35.0%
ITW vs RL
+233.3%
-198.3%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -3.3% | +1.6% | -0.8% |
| 7D | -1.9% | -0.3% | -1.6% | -1.8% |
| 30D | -10.4% | -17.5% | +7.2% | -5.6% |
| 3M | +3.5% | -14.0% | +17.5% | +7.5% |
| 6M | -3.4% | -2.0% | -1.4% | -3.7% |
| YTD | +8.5% | -4.6% | +13.1% | +8.8% |
| 1Y | +3.2% | +9.5% | -6.3% | -0.7% |
| 3Y | +18.9% | +200.5% | -181.6% | -18.8% |
| 5Y | +35.0% | +226.3% | -191.2% | -14.7% |
| All | +35.0% | +233.3% | -198.3% | -14.7% |
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