+301.8%
RL vs ITOT
+300.1%
+1.7%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.6% | +1.0% | +1.1% |
| 7D | -2.2% | -2.0% | -0.1% | +0.3% |
| 30D | -15.3% | -2.0% | -13.4% | -13.4% |
| 3M | -10.3% | +4.5% | -14.9% | -15.1% |
| 6M | -2.2% | +12.6% | -14.9% | -15.1% |
| YTD | -4.3% | +12.0% | -16.3% | -16.3% |
| 1Y | +8.9% | +17.3% | -8.4% | -9.8% |
| 3Y | +201.4% | +75.2% | +126.2% | +58.1% |
| 5Y | +230.6% | +74.0% | +156.6% | +77.5% |
| All | +301.8% | +300.1% | +1.7% | -4.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ITOT.
Daily Out/Under-Performance
Portfolio return minus ITOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITOT 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 10y: compounded portfolio wealth divided by compounded ITOT 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…
10y analysis · Full analysis span regression · 6 months rolling