+34.6%
RL vs BG
+7.2%
+27.4%
-19.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +2.4% | +2.1% | +4.6% |
| 7D | +5.8% | -3.8% | +9.5% | +5.5% |
| 30D | +12.7% | -9.6% | +22.3% | +12.2% |
| 3M | +9.3% | -8.5% | +17.9% | +8.2% |
| 6M | +16.9% | -23.0% | +40.0% | +16.7% |
| YTD | +17.5% | +10.9% | +6.6% | +0.8% |
| 1Y | +34.6% | +6.0% | +28.7% | +18.8% |
| All | +34.6% | +7.2% | +27.4% | +18.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 BG 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