+2,902.4%
RL vs EXEL
+273.2%
+2,629.2%
-68.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.2% | +2.2% | +2.1% |
| 7D | -0.8% | +8.4% | -9.2% | -1.9% |
| 30D | -7.8% | +4.1% | -11.8% | -8.4% |
| 3M | -4.0% | +12.4% | -16.4% | -5.7% |
| 6M | -1.9% | +41.5% | -43.4% | -6.8% |
| YTD | -0.2% | +34.6% | -34.8% | -4.6% |
| 1Y | +10.7% | +57.9% | -47.2% | +3.2% |
| 3Y | +210.8% | +159.5% | +51.3% | +166.0% |
| 5Y | +238.2% | +198.5% | +39.8% | +181.4% |
| 10Y | +313.4% | +411.4% | -98.0% | +200.7% |
| All | +2,902.4% | +273.2% | +2,629.2% | +1,320.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling