+107.5%
MO vs RL
+307.1%
-199.5%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.3% | +2.9% | 0.0% |
| 7D | -2.4% | -0.3% | -2.1% | -2.4% |
| 30D | +3.6% | -17.5% | +21.1% | +6.2% |
| 3M | -3.7% | -14.0% | +10.3% | -2.0% |
| 6M | +4.5% | -2.0% | +6.5% | +3.9% |
| YTD | +21.5% | -4.6% | +26.1% | +21.1% |
| 1Y | +9.5% | +9.5% | 0.0% | +6.8% |
| 3Y | +93.6% | +200.5% | -106.9% | +54.3% |
| 5Y | +97.5% | +226.3% | -128.8% | +50.7% |
| All | +107.5% | +307.1% | -199.5% | +47.8% |
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