+1,530.1%
RL vs M
+154.9%
+1,375.2%
-68.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | -5.9% | -1.5% | -5.0% |
| 7D | -4.7% | -2.1% | -2.5% | -3.8% |
| 30D | +3.6% | +7.7% | -4.1% | +0.5% |
| 3M | +0.5% | -4.4% | +4.9% | +2.0% |
| 6M | +6.6% | +27.5% | -20.9% | -4.4% |
| YTD | +8.8% | +12.8% | -3.9% | +1.8% |
| 1Y | +21.8% | +20.7% | +1.0% | +10.5% |
| 3Y | +245.8% | +111.3% | +134.5% | +129.6% |
| 5Y | +230.0% | -6.3% | +236.3% | +182.6% |
| 10Y | +369.4% | +1.5% | +368.0% | +200.2% |
| All | +1,530.1% | +154.9% | +1,375.2% | +447.9% |
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 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