+256.3%
RL vs BR
+15.2%
+241.2%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.1% | -1.3% | -1.4% |
| 7D | -4.4% | +1.9% | -6.3% | -4.9% |
| 30D | +5.6% | +15.9% | -10.3% | +1.3% |
| 3M | -0.6% | +13.7% | -14.3% | -4.4% |
| 6M | +15.5% | +31.0% | -15.5% | +6.1% |
| YTD | +12.3% | -12.0% | +24.3% | +20.3% |
| 1Y | +19.3% | -11.5% | +30.8% | +27.5% |
| All | +256.3% | +15.2% | +241.2% | +238.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling