+346.0%
RL vs M
-5.1%
+351.2%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.9% | -0.5% | -1.1% |
| 7D | -4.4% | -3.3% | -1.1% | -3.1% |
| 30D | +5.6% | +8.1% | -2.5% | +2.6% |
| 3M | -0.6% | +2.2% | -2.9% | -1.7% |
| 6M | +15.5% | +35.1% | -19.7% | +2.4% |
| YTD | +12.3% | +15.8% | -3.5% | +4.8% |
| 1Y | +19.3% | +25.8% | -6.5% | +7.8% |
| 3Y | +255.5% | +156.2% | +99.3% | +130.1% |
| 5Y | +247.1% | -2.4% | +249.4% | +199.8% |
| 10Y | +346.0% | -7.1% | +353.2% | +205.7% |
| All | +346.0% | -5.1% | +351.2% | +205.7% |
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