+492.1%
RL vs BR
+1,473.8%
-981.7%
-68.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.7% | -0.1% | -0.5% |
| 7D | +2.4% | -1.3% | +3.6% | +3.1% |
| 30D | +4.6% | +13.7% | -9.1% | -2.4% |
| 3M | -1.1% | +13.8% | -14.9% | -8.1% |
| 6M | +16.5% | +29.7% | -13.2% | 0.0% |
| YTD | +11.4% | -12.6% | +24.0% | +16.4% |
| 1Y | +16.1% | -12.4% | +28.5% | +21.2% |
| 3Y | +252.6% | +14.1% | +238.5% | +214.2% |
| 5Y | +244.9% | +18.7% | +226.2% | +196.4% |
| 10Y | +342.4% | +276.2% | +66.1% | +97.8% |
| All | +492.1% | +1,473.8% | -981.7% | +12.3% |
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