+3.8%
MSCI vs RL
+226.8%
-223.0%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.4% | -0.9% | -1.9% |
| 7D | +2.8% | -4.2% | +7.0% | +4.1% |
| 30D | +15.4% | +4.3% | +11.1% | +14.0% |
| 3M | +13.4% | -4.6% | +18.0% | +14.8% |
| 6M | +10.9% | +1.7% | +9.2% | +9.1% |
| YTD | +13.0% | +7.3% | +5.6% | +8.3% |
| 1Y | +12.0% | +20.8% | -8.8% | +2.8% |
| 3Y | +34.1% | +247.0% | -212.9% | -25.3% |
| All | +3.8% | +226.8% | -223.0% | -42.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling