+210.9%
RL vs EXEL
+160.6%
+50.3%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.3% | +1.1% | -0.9% |
| 7D | +1.9% | +1.4% | +0.5% | +1.7% |
| 30D | -12.2% | +6.7% | -18.9% | -12.9% |
| 3M | -6.6% | +11.5% | -18.1% | -7.9% |
| 6M | +3.2% | +38.8% | -35.6% | -0.8% |
| YTD | -1.3% | +31.6% | -32.9% | -4.7% |
| 1Y | +13.6% | +53.0% | -39.4% | +8.1% |
| 3Y | +210.9% | +160.8% | +50.0% | +187.9% |
| All | +210.9% | +160.6% | +50.3% | +187.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling