+230.6%
RL vs MKTX
-60.6%
+291.1%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -15.1% |
| 6M | -2.2% | -9.5% | +7.3% | -1.0% |
| YTD | -4.3% | -8.7% | +4.4% | -3.4% |
| 1Y | +8.9% | -10.0% | +18.8% | +10.0% |
| 3Y | +201.4% | -24.6% | +226.0% | +202.9% |
| 5Y | +230.6% | -60.3% | +290.9% | +310.9% |
| All | +230.6% | -60.6% | +291.1% | +310.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling