+304.7%
RL vs BTG
+159.3%
+145.4%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.4% | +0.3% | +0.7% |
| 7D | -3.4% | -3.8% | +0.3% | -3.3% |
| 30D | -14.4% | +3.6% | -18.1% | -14.6% |
| 3M | -13.6% | +32.0% | -45.6% | -14.9% |
| 6M | +0.6% | +3.4% | -2.8% | -0.1% |
| YTD | -3.6% | +20.8% | -24.4% | -5.1% |
| 1Y | +8.3% | +22.4% | -14.1% | +6.4% |
| 3Y | +204.8% | +91.7% | +113.1% | +192.5% |
| 5Y | +232.9% | +79.0% | +154.0% | +219.9% |
| All | +304.7% | +159.3% | +145.4% | +292.1% |
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