+304.7%
RL vs SNY
+64.5%
+240.2%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.1% | +0.6% | +0.7% |
| 7D | -3.4% | -3.3% | -0.1% | -2.5% |
| 30D | -14.4% | -2.2% | -12.3% | -13.9% |
| 3M | -13.6% | -3.0% | -10.5% | -13.0% |
| 6M | +0.6% | +2.7% | -2.2% | -0.4% |
| YTD | -3.6% | -6.8% | +3.2% | -2.0% |
| 1Y | +8.3% | -5.3% | +13.6% | +9.5% |
| 3Y | +204.8% | -9.8% | +214.6% | +204.0% |
| 5Y | +232.9% | +9.7% | +223.3% | +201.1% |
| All | +304.7% | +64.5% | +240.2% | +209.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SNY.
Daily Out/Under-Performance
Portfolio return minus SNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNY 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 SNY 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