+316.1%
RL vs SUI
+110.1%
+206.0%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.3% | +2.4% | +2.2% |
| 7D | -0.8% | -2.8% | +2.0% | +0.2% |
| 30D | -7.8% | -1.2% | -6.6% | -7.5% |
| 3M | -4.0% | -1.7% | -2.3% | -3.7% |
| 6M | -1.9% | -10.5% | +8.6% | +1.9% |
| YTD | -0.2% | -1.8% | +1.7% | +0.2% |
| 1Y | +10.7% | -4.1% | +14.8% | +11.8% |
| 3Y | +210.8% | +11.3% | +199.5% | +188.7% |
| 5Y | +238.2% | -32.1% | +270.3% | +276.5% |
| All | +316.1% | +110.1% | +206.0% | +267.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SUI.
Daily Out/Under-Performance
Portfolio return minus SUI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SUI 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 SUI 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