+304.7%
RL vs BR
+189.7%
+115.0%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.3% | +1.0% | +0.9% |
| 7D | -3.4% | -3.0% | -0.5% | -2.0% |
| 30D | -14.4% | -0.3% | -14.2% | -14.5% |
| 3M | -13.6% | +17.3% | -30.9% | -21.0% |
| 6M | +0.6% | -6.7% | +7.3% | +2.8% |
| YTD | -3.6% | -23.4% | +19.8% | +8.7% |
| 1Y | +8.3% | -32.7% | +41.0% | +31.1% |
| 3Y | +204.8% | -5.9% | +210.7% | +201.5% |
| 5Y | +232.9% | +8.4% | +224.5% | +196.6% |
| All | +304.7% | +189.7% | +115.0% | +179.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling