+201.7%
RL vs ITOT
+75.4%
+126.2%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.5% | -2.8% | -2.6% |
| 7D | -0.3% | -0.4% | +0.1% | +0.2% |
| 30D | -17.5% | -1.6% | -15.9% | -15.8% |
| 3M | -14.0% | +3.5% | -17.5% | -18.0% |
| 6M | -2.0% | +13.1% | -15.1% | -16.9% |
| YTD | -4.6% | +12.7% | -17.3% | -18.7% |
| 1Y | +9.5% | +18.3% | -8.8% | -12.4% |
| All | +201.7% | +75.4% | +126.2% | +58.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling