+244.0%
RL vs M
+27.3%
+216.7%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +2.6% | -0.5% | +1.1% |
| 7D | -0.8% | +4.7% | -5.5% | -2.4% |
| 30D | -7.8% | -9.6% | +1.9% | -4.5% |
| 3M | -4.0% | +0.9% | -4.8% | -4.9% |
| 6M | -1.9% | +22.3% | -24.2% | -9.3% |
| YTD | -0.2% | +6.5% | -6.7% | -3.7% |
| 1Y | +10.7% | +38.8% | -28.1% | -3.2% |
| 3Y | +210.8% | +115.9% | +94.9% | +113.1% |
| All | +244.0% | +27.3% | +216.7% | +172.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling