+16.1%
RL vs BR
-12.6%
+28.7%
-19.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.7% | -0.1% | -0.8% |
| 7D | +2.4% | -1.3% | +3.6% | +2.4% |
| 30D | +4.6% | +13.7% | -9.1% | +3.8% |
| 3M | -1.1% | +13.8% | -14.9% | -1.9% |
| 6M | +16.5% | +29.7% | -13.2% | +15.4% |
| YTD | +11.4% | -12.6% | +24.0% | +12.9% |
| 1Y | +16.1% | -12.4% | +28.5% | +17.0% |
| All | +16.1% | -12.6% | +28.7% | +17.0% |
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