+1,101.1%
RL vs MKTX
+1,446.2%
-345.1%
-68.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | 0.0% | +2.0% | +2.0% |
| 7D | -0.8% | +0.4% | -1.2% | -0.9% |
| 30D | -7.8% | +1.1% | -8.9% | -8.0% |
| 3M | -4.0% | +36.1% | -40.1% | -11.1% |
| 6M | -1.9% | -12.9% | +11.0% | -0.1% |
| YTD | -0.2% | -8.5% | +8.4% | +0.3% |
| 1Y | +10.7% | -7.5% | +18.2% | +10.6% |
| 3Y | +210.8% | -28.3% | +239.1% | +218.6% |
| 5Y | +238.2% | -63.3% | +301.5% | +298.1% |
| 10Y | +313.4% | +4.5% | +308.9% | +246.7% |
| All | +1,101.1% | +1,446.2% | -345.1% | +286.5% |
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