+373.0%
RL vs EXEL
+445.6%
-72.6%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +3.1% | +2.7% | +5.3% |
| 7D | +0.2% | +2.3% | -2.0% | -0.1% |
| 30D | +7.3% | +19.8% | -12.5% | +4.0% |
| 3M | +1.0% | +32.7% | -31.6% | -4.0% |
| 6M | +11.8% | +49.0% | -37.2% | +3.7% |
| YTD | +13.6% | +63.7% | -50.1% | +3.3% |
| 1Y | +24.0% | +75.8% | -51.7% | +11.4% |
| 3Y | +256.6% | +241.3% | +15.3% | +175.4% |
| 5Y | +240.2% | +289.0% | -48.8% | +153.0% |
| 10Y | +373.0% | +377.6% | -4.7% | +242.2% |
| All | +373.0% | +445.6% | -72.6% | +242.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL 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 EXEL 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