+1,412.8%
RL vs ITOT
+896.7%
+516.1%
-68.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.3% | +2.3% | +2.4% |
| 7D | -0.8% | +0.1% | -0.9% | -0.9% |
| 30D | -7.8% | 0.0% | -7.8% | -7.8% |
| 3M | -4.0% | +2.0% | -5.9% | -6.3% |
| 6M | -1.9% | +13.0% | -14.9% | -15.0% |
| YTD | -0.2% | +14.0% | -14.1% | -14.4% |
| 1Y | +10.7% | +19.9% | -9.2% | -10.5% |
| 3Y | +210.8% | +75.8% | +135.0% | +62.4% |
| 5Y | +238.2% | +73.8% | +164.4% | +82.2% |
| 10Y | +313.4% | +295.9% | +17.5% | -13.9% |
| All | +1,412.8% | +896.7% | +516.1% | +6.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling