+210.9%
RL vs BG
+20.0%
+190.9%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +4.4% | -5.5% | -1.6% |
| 7D | +1.9% | +2.4% | -0.5% | +1.6% |
| 30D | -12.2% | +15.0% | -27.2% | -13.7% |
| 3M | -6.6% | -0.7% | -6.0% | -6.6% |
| 6M | +3.2% | +7.5% | -4.3% | +1.6% |
| YTD | -1.3% | +41.6% | -42.9% | -7.5% |
| 1Y | +13.6% | +50.7% | -37.1% | +5.3% |
| 3Y | +210.9% | +20.3% | +190.6% | +198.2% |
| All | +210.9% | +20.0% | +190.9% | +198.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling