+221.9%
RL vs ES
+1.4%
+220.4%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.9% | +1.5% | -0.7% |
| 7D | -4.2% | +1.9% | -6.0% | -4.6% |
| 30D | +4.3% | +7.1% | -2.8% | +2.6% |
| 3M | -4.6% | -1.9% | -2.7% | -4.3% |
| 6M | +1.7% | +4.4% | -2.6% | +0.6% |
| YTD | +7.3% | +7.3% | 0.0% | +5.2% |
| 1Y | +20.8% | +2.1% | +18.7% | +19.3% |
| 3Y | +247.0% | +41.8% | +205.1% | +209.5% |
| All | +221.9% | +1.4% | +220.4% | +202.4% |
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