+834.9%
MSCI vs RL
+342.1%
+492.8%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.8% | -0.7% | -1.3% |
| 7D | -0.7% | +2.4% | -3.0% | -1.2% |
| 30D | +16.2% | +4.6% | +11.6% | +14.9% |
| 3M | +16.1% | -1.1% | +17.3% | +16.2% |
| 6M | +12.9% | +16.5% | -3.6% | +8.0% |
| YTD | +14.8% | +11.4% | +3.4% | +10.3% |
| 1Y | +13.8% | +16.1% | -2.3% | +8.0% |
| 3Y | +31.2% | +252.6% | -221.4% | -9.1% |
| 5Y | +5.6% | +244.9% | -239.3% | -27.9% |
| All | +834.9% | +342.1% | +492.8% | +523.0% |
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