+8.9%
RL vs BTG
+27.7%
-18.8%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.9% | +3.2% | +0.6% |
| 7D | -2.2% | -5.5% | +3.3% | -1.6% |
| 30D | -15.3% | +6.1% | -21.5% | -16.0% |
| 3M | -10.3% | +38.6% | -49.0% | -14.1% |
| 6M | -2.2% | +0.7% | -2.9% | -3.7% |
| YTD | -4.3% | +20.3% | -24.6% | -9.1% |
| 1Y | +8.9% | +25.0% | -16.2% | +3.0% |
| All | +8.9% | +27.7% | -18.8% | +3.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling