+1,817.8%
RL vs BG
+1,131.5%
+686.3%
-68.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.2% | +3.2% | +2.4% |
| 7D | -0.8% | +2.8% | -3.6% | -1.7% |
| 30D | -7.8% | +12.0% | -19.8% | -11.1% |
| 3M | -4.0% | -7.7% | +3.7% | -2.3% |
| 6M | -1.9% | +4.5% | -6.4% | -4.5% |
| YTD | -0.2% | +35.7% | -35.8% | -10.7% |
| 1Y | +10.7% | +50.1% | -39.4% | -4.6% |
| 3Y | +210.8% | +12.6% | +198.2% | +187.4% |
| 5Y | +238.2% | +75.4% | +162.8% | +164.2% |
| 10Y | +313.4% | +150.5% | +162.9% | +174.8% |
| All | +1,817.8% | +1,131.5% | +686.3% | +765.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling