+357.3%
RL vs CAPR
-68.5%
+425.8%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +4.7% | -6.0% | -1.4% |
| 7D | -4.2% | +41.1% | -45.2% | -4.6% |
| 30D | +4.3% | +11.1% | -6.8% | +4.1% |
| 3M | -4.6% | +115.3% | -119.9% | -5.9% |
| 6M | +1.7% | -73.8% | +75.5% | +2.5% |
| YTD | +7.3% | -68.8% | +76.2% | +7.8% |
| 1Y | +20.8% | +43.3% | -22.5% | +14.7% |
| 3Y | +247.0% | +214.7% | +32.3% | +216.0% |
| 5Y | +225.5% | +141.3% | +84.2% | +194.7% |
| All | +357.3% | -68.5% | +425.8% | +303.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 10y: compounded portfolio wealth divided by compounded CAPR 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…
10y analysis · Full analysis span regression · 6 months rolling