+240.6%
RL vs EXEL
+281.2%
-40.6%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.2% | +0.1% | -0.9% |
| 7D | +2.6% | -0.8% | +3.4% | +2.8% |
| 30D | +2.9% | +13.1% | -10.2% | +0.7% |
| 3M | 0.0% | +36.3% | -36.3% | -5.5% |
| 6M | +17.1% | +34.5% | -17.4% | +10.5% |
| YTD | +10.1% | +57.4% | -47.3% | +0.5% |
| 1Y | +17.3% | +62.9% | -45.6% | +6.3% |
| 3Y | +249.3% | +229.5% | +19.8% | +159.1% |
| All | +240.6% | +281.2% | -40.6% | +139.2% |
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