+251.8%
RL vs M
+110.5%
+141.3%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | -5.9% | -1.5% | -5.5% |
| 7D | -4.7% | -2.1% | -2.5% | -3.9% |
| 30D | +3.6% | +7.7% | -4.1% | +1.2% |
| 3M | +0.5% | -4.4% | +4.9% | +1.7% |
| 6M | +6.6% | +27.5% | -20.9% | -1.9% |
| YTD | +8.8% | +12.8% | -3.9% | +3.4% |
| 1Y | +21.8% | +20.7% | +1.0% | +13.2% |
| All | +251.8% | +110.5% | +141.3% | +174.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling