+213.4%
RL vs M
+117.7%
+95.7%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +2.6% | -0.5% | +1.2% |
| 7D | -0.8% | +4.7% | -5.5% | -2.2% |
| 30D | -7.8% | -9.6% | +1.9% | -4.9% |
| 3M | -4.0% | +0.9% | -4.8% | -4.8% |
| 6M | -1.9% | +22.3% | -24.2% | -8.5% |
| YTD | -0.2% | +6.5% | -6.7% | -3.3% |
| 1Y | +10.7% | +38.8% | -28.1% | -1.4% |
| All | +213.4% | +117.7% | +95.7% | +127.9% |
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