+301.8%
RL vs BG
+171.4%
+130.4%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.9% | -0.6% | 0.0% |
| 7D | -2.2% | +3.7% | -5.9% | -3.4% |
| 30D | -15.3% | +12.3% | -27.7% | -18.7% |
| 3M | -10.3% | -2.2% | -8.1% | -10.4% |
| 6M | -2.2% | +5.3% | -7.6% | -5.2% |
| YTD | -4.3% | +42.4% | -46.7% | -16.8% |
| 1Y | +8.9% | +55.2% | -46.3% | -8.6% |
| 3Y | +201.4% | +21.0% | +180.5% | +170.5% |
| 5Y | +230.6% | +87.1% | +143.4% | +138.6% |
| All | +301.8% | +171.4% | +130.4% | +131.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling