+17.3%
RL vs MKTX
-0.3%
+17.6%
-19.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | 0.0% | -1.2% | -1.2% |
| 7D | +2.6% | +0.2% | +2.3% | +2.6% |
| 30D | +2.9% | +0.9% | +2.0% | +2.9% |
| 3M | 0.0% | +2.6% | -2.6% | -0.1% |
| 6M | +17.1% | +20.4% | -3.3% | +14.6% |
| YTD | +10.1% | -7.1% | +17.2% | +7.5% |
| 1Y | +17.3% | -2.8% | +20.1% | +13.6% |
| All | +17.3% | -0.3% | +17.6% | +13.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling