+1,931.2%
ITW vs RL
+1,536.1%
+395.1%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.8% | +0.1% | -0.5% |
| 7D | +0.5% | +2.4% | -1.9% | -0.2% |
| 30D | +7.7% | +4.6% | +3.1% | +6.2% |
| 3M | -1.3% | -1.1% | -0.2% | -1.2% |
| 6M | +15.5% | +16.5% | -1.0% | +9.7% |
| YTD | +18.6% | +11.4% | +7.2% | +13.7% |
| 1Y | +19.8% | +16.1% | +3.7% | +13.4% |
| 3Y | +32.5% | +252.6% | -220.1% | -11.1% |
| 5Y | +35.3% | +244.9% | -209.5% | -10.8% |
| 10Y | +193.2% | +342.4% | -149.1% | +67.2% |
| All | +1,931.2% | +1,536.1% | +395.1% | +619.8% |
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 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