+94.4%
MO vs RL
+211.8%
-117.5%
-16.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.1% | +0.1% | -1.1% |
| 7D | -2.0% | +1.9% | -3.9% | -2.0% |
| 30D | -0.3% | -12.2% | +11.9% | -0.6% |
| 3M | -2.9% | -6.6% | +3.7% | -3.1% |
| 6M | +5.8% | +3.2% | +2.6% | +5.8% |
| YTD | +22.0% | -1.3% | +23.3% | +21.9% |
| 1Y | +10.7% | +13.6% | -2.9% | +10.8% |
| 3Y | +94.4% | +210.9% | -116.5% | +73.5% |
| All | +94.4% | +211.8% | -117.5% | +73.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling