+230.0%
RL vs SUI
-25.7%
+255.6%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | +0.7% | -8.0% | -7.6% |
| 7D | -4.7% | +8.8% | -13.4% | -7.7% |
| 30D | +3.6% | +8.9% | -5.4% | +0.1% |
| 3M | +0.5% | +2.0% | -1.5% | -0.5% |
| 6M | +6.6% | -0.6% | +7.2% | +6.3% |
| YTD | +8.8% | +1.3% | +7.5% | +7.6% |
| 1Y | +21.8% | +1.3% | +20.5% | +20.5% |
| 3Y | +245.8% | +16.3% | +229.5% | +210.1% |
| 5Y | +230.0% | -25.1% | +255.0% | +275.5% |
| All | +230.0% | -25.7% | +255.6% | +275.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling