+244.0%
RL vs EXEL
+199.5%
+44.5%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.2% | +2.2% | +2.1% |
| 7D | -0.8% | +8.4% | -9.2% | -2.1% |
| 30D | -7.8% | +4.1% | -11.8% | -8.5% |
| 3M | -4.0% | +12.4% | -16.4% | -6.1% |
| 6M | -1.9% | +41.5% | -43.4% | -7.9% |
| YTD | -0.2% | +34.6% | -34.8% | -5.7% |
| 1Y | +10.7% | +57.9% | -47.2% | +1.5% |
| 3Y | +210.8% | +159.5% | +51.3% | +151.8% |
| All | +244.0% | +199.5% | +44.5% | +155.4% |
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