+240.6%
RL vs ES
+6.6%
+234.0%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.8% | -2.0% | -1.3% |
| 7D | +2.6% | +2.7% | -0.1% | +2.0% |
| 30D | +2.9% | +7.6% | -4.7% | +1.2% |
| 3M | 0.0% | +0.5% | -0.5% | -0.2% |
| 6M | +17.1% | +7.6% | +9.5% | +15.0% |
| YTD | +10.1% | +10.2% | -0.1% | +7.3% |
| 1Y | +17.3% | +1.8% | +15.5% | +16.0% |
| 3Y | +249.3% | +55.4% | +194.0% | +204.6% |
| All | +240.6% | +6.6% | +234.0% | +219.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ES.
Daily Out/Under-Performance
Portfolio return minus ES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ES 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 ES 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