+319.7%
RL vs M
-7.1%
+326.8%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.5% | -2.7% | -1.7% |
| 7D | +2.6% | +7.0% | -4.4% | +0.1% |
| 30D | +2.9% | +8.9% | -6.0% | -0.2% |
| 3M | 0.0% | +4.5% | -4.5% | -1.9% |
| 6M | +17.1% | +36.2% | -19.1% | +3.6% |
| YTD | +10.1% | +15.1% | -5.0% | +2.9% |
| 1Y | +17.3% | +27.4% | -10.1% | +5.5% |
| 3Y | +249.3% | +160.1% | +89.2% | +124.8% |
| 5Y | +240.9% | -1.6% | +242.5% | +193.6% |
| All | +319.7% | -7.1% | +326.8% | +186.6% |
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