+221.9%
RL vs EXEL
+260.1%
-38.2%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.3% | -2.6% | -1.6% |
| 7D | -4.2% | +0.3% | -4.4% | -4.1% |
| 30D | +4.3% | +19.0% | -14.8% | +1.1% |
| 3M | -4.6% | +33.3% | -37.9% | -9.6% |
| 6M | +1.7% | +42.9% | -41.1% | -5.2% |
| YTD | +7.3% | +58.7% | -51.4% | -2.2% |
| 1Y | +20.8% | +70.5% | -49.7% | +8.5% |
| 3Y | +247.0% | +233.8% | +13.1% | +156.4% |
| All | +221.9% | +260.1% | -38.2% | +128.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling