+247.1%
RL vs BTG
+33.0%
+214.0%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.4% | +1.1% | -1.1% |
| 7D | -4.4% | +1.4% | -5.7% | -4.6% |
| 30D | +5.6% | -1.1% | +6.7% | +5.5% |
| 3M | -0.6% | +2.5% | -3.2% | -1.4% |
| 6M | +15.5% | -3.1% | +18.5% | +14.8% |
| YTD | +12.3% | +16.3% | -4.0% | +7.7% |
| 1Y | +19.3% | +27.6% | -8.3% | +12.8% |
| 3Y | +255.5% | +89.5% | +166.0% | +208.4% |
| 5Y | +247.1% | +33.6% | +213.5% | +222.5% |
| All | +247.1% | +33.0% | +214.0% | +222.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling