+1,395.2%
RL vs ES
+1,815.1%
-419.8%
-68.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.6% | +2.6% | +2.2% |
| 7D | -0.8% | +0.3% | -1.1% | -0.9% |
| 30D | -7.8% | -2.0% | -5.8% | -7.2% |
| 3M | -4.0% | +1.7% | -5.7% | -4.7% |
| 6M | -1.9% | -3.5% | +1.7% | -1.0% |
| YTD | -0.2% | +7.9% | -8.1% | -3.2% |
| 1Y | +10.7% | +17.2% | -6.5% | +3.7% |
| 3Y | +210.8% | +29.3% | +181.5% | +175.5% |
| 5Y | +238.2% | -5.7% | +244.0% | +230.9% |
| 10Y | +313.4% | +85.2% | +228.2% | +208.0% |
| All | +1,395.2% | +1,815.1% | -419.8% | +578.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling