+301.8%
RL vs MKTX
+5.1%
+296.7%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.1% | +0.4% | +0.3% |
| 7D | -2.2% | -0.2% | -2.0% | -2.2% |
| 30D | -15.3% | +0.8% | -16.2% | -15.4% |
| 3M | -10.3% | +41.1% | -51.5% | -13.7% |
| 6M | -2.2% | -9.5% | +7.3% | -1.7% |
| YTD | -4.3% | -8.7% | +4.4% | -3.9% |
| 1Y | +8.9% | -10.0% | +18.8% | +9.4% |
| 3Y | +201.4% | -24.6% | +226.0% | +203.8% |
| 5Y | +230.6% | -60.3% | +290.9% | +250.2% |
| All | +301.8% | +5.1% | +296.7% | +260.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MKTX.
Daily Out/Under-Performance
Portfolio return minus MKTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKTX 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 10y: compounded portfolio wealth divided by compounded MKTX 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…
10y analysis · Full analysis span regression · 6 months rolling