+2,781.3%
MSCI vs RL
+629.2%
+2,152.1%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -7.3% | +4.6% | -0.4% |
| 7D | +6.0% | -4.7% | +10.7% | +7.6% |
| 30D | +18.2% | +3.6% | +14.6% | +16.8% |
| 3M | +15.1% | +0.5% | +14.6% | +14.6% |
| 6M | +13.7% | +6.6% | +7.1% | +10.0% |
| YTD | +15.6% | +8.8% | +6.8% | +10.2% |
| 1Y | +16.3% | +21.8% | -5.4% | +6.7% |
| 3Y | +36.9% | +245.8% | -208.9% | -14.9% |
| 5Y | +6.3% | +230.0% | -223.7% | -34.2% |
| 10Y | +823.0% | +369.4% | +453.5% | +341.0% |
| All | +2,781.3% | +629.2% | +2,152.1% | +745.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling