+373.0%
RL vs M
+3.7%
+369.2%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +8.1% | -2.3% | +2.9% |
| 7D | +0.2% | +2.5% | -2.3% | -0.6% |
| 30D | +7.3% | +10.1% | -2.7% | +3.7% |
| 3M | +1.0% | -0.9% | +2.0% | +1.1% |
| 6M | +11.8% | +30.2% | -18.4% | +0.5% |
| YTD | +13.6% | +16.3% | -2.7% | +5.8% |
| 1Y | +24.0% | +27.0% | -2.9% | +11.7% |
| 3Y | +256.6% | +154.5% | +102.1% | +131.2% |
| 5Y | +240.2% | -1.1% | +241.3% | +192.3% |
| 10Y | +373.0% | +0.5% | +372.5% | +214.8% |
| All | +373.0% | +3.7% | +369.2% | +214.8% |
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