+34.6%
RL vs BR
-14.2%
+48.9%
-19.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +3.0% | +1.5% | +4.3% |
| 7D | +5.8% | +7.0% | -1.2% | +5.3% |
| 30D | +12.7% | +19.0% | -6.3% | +11.6% |
| 3M | +9.3% | +13.1% | -3.7% | +8.5% |
| 6M | +16.9% | +24.6% | -7.7% | +15.5% |
| YTD | +17.5% | -13.6% | +31.1% | +20.6% |
| 1Y | +34.6% | -13.1% | +47.8% | +40.1% |
| All | +34.6% | -14.2% | +48.9% | +40.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 BR 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