+324.6%
RL vs BTG
+167.5%
+157.0%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -4.2% | +3.4% | -0.6% |
| 7D | +2.4% | -5.9% | +8.2% | +2.7% |
| 30D | +4.6% | -5.0% | +9.5% | +4.8% |
| 3M | -1.1% | -4.5% | +3.3% | -1.0% |
| 6M | +16.5% | -7.0% | +23.5% | +16.4% |
| YTD | +11.4% | +11.4% | +0.1% | +9.9% |
| 1Y | +16.1% | +20.1% | -4.1% | +14.0% |
| 3Y | +252.6% | +81.5% | +171.1% | +238.0% |
| 5Y | +244.9% | +32.1% | +212.7% | +230.2% |
| All | +324.6% | +167.5% | +157.0% | +301.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BTG.
Daily Out/Under-Performance
Portfolio return minus BTG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTG 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 10y: compounded portfolio wealth divided by compounded BTG 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…
10y analysis · Full analysis span regression · 6 months rolling