+355.9%
RL vs SUI
+117.1%
+238.8%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.9% | +1.2% | +0.6% |
| 7D | +1.3% | +3.4% | -2.1% | +0.1% |
| 30D | +7.6% | +4.6% | +3.0% | +5.6% |
| 3M | -1.5% | +1.6% | -3.1% | -2.4% |
| 6M | +12.1% | -3.5% | +15.5% | +13.0% |
| YTD | +13.9% | -1.0% | +14.9% | +13.7% |
| 1Y | +20.7% | -1.7% | +22.4% | +20.8% |
| 3Y | +260.6% | +18.4% | +242.2% | +225.9% |
| 5Y | +248.9% | -26.3% | +275.2% | +277.6% |
| 10Y | +355.9% | +123.3% | +232.6% | +275.4% |
| All | +355.9% | +117.1% | +238.8% | +275.4% |
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