+248.9%
RL vs CAPR
+151.3%
+97.6%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -9.9% | +10.2% | +0.4% |
| 7D | +1.3% | +7.6% | -6.3% | +1.2% |
| 30D | +7.6% | +13.3% | -5.7% | +7.4% |
| 3M | -1.5% | +130.4% | -131.9% | -2.6% |
| 6M | +12.1% | -70.8% | +82.9% | +12.7% |
| YTD | +13.9% | -69.3% | +83.2% | +14.3% |
| 1Y | +20.7% | +59.5% | -38.9% | +14.9% |
| 3Y | +260.6% | +216.8% | +43.8% | +205.6% |
| 5Y | +248.9% | +152.7% | +96.1% | +183.0% |
| All | +248.9% | +151.3% | +97.6% | +183.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling