+247.1%
RL vs BR
+18.1%
+229.0%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.1% | -1.3% | -1.4% |
| 7D | -4.4% | +1.9% | -6.3% | -5.2% |
| 30D | +5.6% | +15.9% | -10.3% | -1.0% |
| 3M | -0.6% | +13.7% | -14.3% | -6.4% |
| 6M | +15.5% | +31.0% | -15.5% | +1.2% |
| YTD | +12.3% | -12.0% | +24.3% | +19.5% |
| 1Y | +19.3% | -11.5% | +30.8% | +26.5% |
| 3Y | +255.5% | +14.9% | +240.6% | +217.4% |
| 5Y | +247.1% | +20.1% | +227.0% | +184.4% |
| All | +247.1% | +18.1% | +229.0% | +184.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling