+1,224.9%
RL vs MKTX
+1,471.0%
-246.2%
-68.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | 0.0% | -1.2% | -1.2% |
| 7D | +2.6% | +0.2% | +2.3% | +2.5% |
| 30D | +2.9% | +0.9% | +2.0% | +2.7% |
| 3M | 0.0% | +2.6% | -2.6% | -0.5% |
| 6M | +17.1% | +20.4% | -3.3% | +11.3% |
| YTD | +10.1% | -7.1% | +17.2% | +10.3% |
| 1Y | +17.3% | -2.8% | +20.1% | +16.2% |
| 3Y | +249.3% | -21.7% | +271.1% | +252.0% |
| 5Y | +240.9% | -54.5% | +295.4% | +282.2% |
| 10Y | +337.3% | +13.0% | +324.3% | +259.9% |
| All | +1,224.9% | +1,471.0% | -246.2% | +324.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling