+430.6%
RL vs BR
+1,321.0%
-890.4%
-68.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -3.4% | +5.4% | +3.8% |
| 7D | -0.8% | -5.3% | +4.5% | +2.0% |
| 30D | -7.8% | +6.4% | -14.2% | -10.9% |
| 3M | -4.0% | +13.6% | -17.6% | -11.1% |
| 6M | -1.9% | -6.7% | +4.8% | -0.1% |
| YTD | -0.2% | -21.1% | +20.9% | +10.4% |
| 1Y | +10.7% | -29.6% | +40.2% | +30.1% |
| 3Y | +210.8% | -2.4% | +213.1% | +201.7% |
| 5Y | +238.2% | +11.2% | +227.0% | +200.1% |
| 10Y | +313.4% | +191.8% | +121.6% | +111.4% |
| All | +430.6% | +1,321.0% | -890.4% | +6.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling