+210.9%
RL vs BTG
+101.2%
+109.7%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.9% | +1.7% | -0.9% |
| 7D | +1.9% | +4.8% | -2.9% | +1.4% |
| 30D | -12.2% | +8.3% | -20.6% | -13.0% |
| 3M | -6.6% | +32.3% | -38.9% | -9.6% |
| 6M | +3.2% | +3.0% | +0.2% | +1.8% |
| YTD | -1.3% | +21.9% | -23.2% | -4.7% |
| 1Y | +13.6% | +28.2% | -14.6% | +8.7% |
| 3Y | +210.9% | +99.9% | +111.0% | +189.3% |
| All | +210.9% | +101.2% | +109.7% | +189.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling