+318.8%
RL vs CHD
+127.0%
+191.8%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.0% | +0.9% | -0.9% |
| 7D | +1.9% | -2.9% | +4.8% | +2.3% |
| 30D | -12.2% | -6.2% | -6.0% | -11.5% |
| 3M | -6.6% | +1.6% | -8.2% | -6.9% |
| 6M | +3.2% | -3.5% | +6.7% | +3.5% |
| YTD | -1.3% | +16.2% | -17.5% | -3.2% |
| 1Y | +13.6% | +3.4% | +10.2% | +12.9% |
| 3Y | +210.9% | +4.6% | +206.3% | +205.0% |
| 5Y | +246.9% | +21.1% | +225.7% | +230.3% |
| All | +318.8% | +127.0% | +191.8% | +239.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CHD.
Daily Out/Under-Performance
Portfolio return minus CHD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHD 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 CHD 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