+240.6%
RL vs ITOT
+63.9%
+176.7%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.4% | -0.8% | -0.6% |
| 7D | +2.6% | +2.5% | +0.1% | -0.6% |
| 30D | +2.9% | -1.7% | +4.6% | +5.4% |
| 3M | 0.0% | -3.4% | +3.4% | +4.6% |
| 6M | +17.1% | +2.1% | +15.0% | +13.9% |
| YTD | +10.1% | +11.5% | -1.4% | -4.3% |
| 1Y | +17.3% | +13.6% | +3.7% | -0.5% |
| 3Y | +249.3% | +77.2% | +172.1% | +71.3% |
| All | +240.6% | +63.9% | +176.7% | +86.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling