+617.7%
RL vs BTG
+392.0%
+225.7%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.4% | +3.4% | +2.1% |
| 7D | -0.8% | -0.9% | +0.1% | -0.8% |
| 30D | -7.8% | +36.8% | -44.6% | -9.1% |
| 3M | -4.0% | +23.1% | -27.1% | -5.1% |
| 6M | -1.9% | +3.5% | -5.4% | -2.4% |
| YTD | -0.2% | +25.5% | -25.7% | -1.7% |
| 1Y | +10.7% | +40.1% | -29.4% | +8.4% |
| 3Y | +210.8% | +101.1% | +109.6% | +198.3% |
| 5Y | +238.2% | +70.6% | +167.6% | +225.2% |
| 10Y | +313.4% | +152.1% | +161.2% | +284.2% |
| All | +617.7% | +392.0% | +225.7% | +467.3% |
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 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