+2,003.3%
RL vs SNY
+245.1%
+1,758.3%
-68.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.4% | +1.3% | -0.2% |
| 7D | +1.9% | -2.7% | +4.6% | +3.0% |
| 30D | -12.2% | -0.7% | -11.5% | -12.0% |
| 3M | -6.6% | -1.6% | -5.0% | -6.3% |
| 6M | +3.2% | +2.3% | +0.9% | +1.9% |
| YTD | -1.3% | -6.0% | +4.7% | +0.5% |
| 1Y | +13.6% | -2.7% | +16.2% | +13.9% |
| 3Y | +210.9% | -7.5% | +218.3% | +205.8% |
| 5Y | +246.9% | +6.7% | +240.2% | +214.6% |
| 10Y | +310.1% | +62.3% | +247.8% | +200.9% |
| All | +2,003.3% | +245.1% | +1,758.3% | +895.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling