+691.7%
RL vs BTG
+332.2%
+359.5%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.0% | -0.1% | -1.1% |
| 7D | +2.6% | -9.1% | +11.7% | +3.0% |
| 30D | +2.9% | -1.6% | +4.5% | +3.0% |
| 3M | 0.0% | -2.8% | +2.8% | 0.0% |
| 6M | +17.1% | -7.6% | +24.7% | +17.1% |
| YTD | +10.1% | +10.2% | -0.1% | +9.0% |
| 1Y | +17.3% | +21.3% | -3.9% | +15.6% |
| 3Y | +249.3% | +82.7% | +166.6% | +236.6% |
| 5Y | +240.9% | +30.8% | +210.1% | +230.6% |
| 10Y | +337.3% | +163.7% | +173.6% | +306.5% |
| All | +691.7% | +332.2% | +359.5% | +528.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling