+2,040.1%
RL vs BG
+937.2%
+1,102.9%
-68.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.3% | -0.5% | -0.7% |
| 7D | +2.4% | +1.5% | +0.9% | +1.9% |
| 30D | +4.6% | -7.0% | +11.6% | +6.7% |
| 3M | -1.1% | -10.0% | +8.8% | +1.4% |
| 6M | +16.5% | -19.8% | +36.3% | +23.0% |
| YTD | +11.4% | +14.3% | -2.9% | +4.5% |
| 1Y | +16.1% | +6.5% | +9.6% | +11.4% |
| 3Y | +252.6% | +4.4% | +248.2% | +232.1% |
| 5Y | +244.9% | +20.2% | +224.7% | +202.7% |
| 10Y | +342.4% | +108.5% | +233.8% | +210.7% |
| All | +2,040.1% | +937.2% | +1,102.9% | +912.7% |
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