+12.0%
MSCI vs RL
+16.8%
-4.7%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.4% | -0.9% | -2.2% |
| 7D | +2.8% | -4.2% | +7.0% | +3.3% |
| 30D | +15.4% | +4.3% | +11.1% | +15.5% |
| 3M | +13.4% | -4.6% | +18.0% | +13.7% |
| 6M | +10.9% | +1.7% | +9.2% | +10.9% |
| YTD | +13.0% | +7.3% | +5.6% | +12.5% |
| 1Y | +12.0% | +20.8% | -8.8% | +8.6% |
| All | +12.0% | +16.8% | -4.7% | +8.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling