+216.2%
RL vs CHD
+7.9%
+208.3%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | 0.0% | +2.1% | +2.0% |
| 7D | -0.8% | -2.7% | +1.9% | -0.7% |
| 30D | -7.8% | -4.6% | -3.1% | -7.6% |
| 3M | -4.0% | +5.0% | -9.0% | -4.1% |
| 6M | -1.9% | -3.2% | +1.3% | -2.2% |
| YTD | -0.2% | +18.6% | -18.8% | 0.0% |
| 1Y | +10.7% | +4.8% | +5.8% | +10.1% |
| All | +216.2% | +7.9% | +208.3% | +209.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling