+1,395.2%
RL vs M
+140.8%
+1,254.4%
-68.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +2.6% | -0.5% | +1.0% |
| 7D | -0.8% | +4.7% | -5.5% | -2.6% |
| 30D | -7.8% | -9.6% | +1.9% | -4.1% |
| 3M | -4.0% | +0.9% | -4.8% | -5.0% |
| 6M | -1.9% | +22.3% | -24.2% | -10.4% |
| YTD | -0.2% | +6.5% | -6.7% | -4.2% |
| 1Y | +10.7% | +38.8% | -28.1% | -5.1% |
| 3Y | +210.8% | +115.9% | +94.9% | +104.4% |
| 5Y | +238.2% | +28.6% | +209.6% | +151.3% |
| 10Y | +313.4% | -2.5% | +315.9% | +168.8% |
| All | +1,395.2% | +140.8% | +1,254.4% | +415.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling