+357.3%
RL vs M
-4.2%
+361.4%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -4.6% | +3.2% | +0.3% |
| 7D | -4.2% | -4.3% | +0.1% | -2.6% |
| 30D | +4.3% | +1.3% | +3.0% | +3.8% |
| 3M | -4.6% | -7.4% | +2.8% | -2.2% |
| 6M | +1.7% | +18.3% | -16.6% | -5.3% |
| YTD | +7.3% | +7.6% | -0.2% | +2.9% |
| 1Y | +20.8% | +17.4% | +3.4% | +11.9% |
| 3Y | +247.0% | +108.4% | +138.6% | +141.6% |
| 5Y | +225.5% | -10.6% | +236.1% | +190.1% |
| All | +357.3% | -4.2% | +361.4% | +211.0% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 M 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