+497.1%
RL vs BR
+1,485.1%
-988.1%
-68.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.1% | -1.3% | -1.4% |
| 7D | -4.4% | +1.9% | -6.3% | -5.4% |
| 30D | +5.6% | +15.9% | -10.3% | -2.5% |
| 3M | -0.6% | +13.7% | -14.3% | -7.6% |
| 6M | +15.5% | +31.0% | -15.5% | -1.4% |
| YTD | +12.3% | -12.0% | +24.3% | +16.9% |
| 1Y | +19.3% | -11.5% | +30.8% | +23.8% |
| 3Y | +255.5% | +14.9% | +240.6% | +215.6% |
| 5Y | +247.1% | +20.1% | +227.0% | +196.4% |
| 10Y | +346.0% | +278.9% | +67.1% | +98.7% |
| All | +497.1% | +1,485.1% | -988.1% | +12.8% |
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