+221.9%
RL vs SUI
-26.3%
+248.2%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.5% | +0.1% | -0.8% |
| 7D | -4.2% | +6.2% | -10.4% | -6.3% |
| 30D | +4.3% | +8.6% | -4.3% | +0.9% |
| 3M | -4.6% | +1.0% | -5.6% | -5.2% |
| 6M | +1.7% | -2.6% | +4.3% | +2.2% |
| YTD | +7.3% | -0.1% | +7.5% | +6.8% |
| 1Y | +20.8% | +0.5% | +20.3% | +19.9% |
| 3Y | +247.0% | +15.3% | +231.7% | +211.9% |
| All | +221.9% | -26.3% | +248.2% | +268.0% |
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