+1,659.4%
RL vs SUI
+1,885.6%
-226.3%
-68.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +5.2% | -0.7% | +2.2% |
| 7D | +5.8% | +10.0% | -4.3% | +1.4% |
| 30D | +12.7% | +8.4% | +4.3% | +8.6% |
| 3M | +9.3% | +0.7% | +8.7% | +8.6% |
| 6M | +16.9% | -0.9% | +17.9% | +16.7% |
| YTD | +17.5% | +0.6% | +16.8% | +16.3% |
| 1Y | +34.6% | +0.8% | +33.9% | +33.3% |
| 3Y | +273.2% | +15.5% | +257.8% | +237.1% |
| 5Y | +265.2% | -25.9% | +291.1% | +297.8% |
| 10Y | +406.7% | +119.5% | +287.1% | +216.0% |
| All | +1,659.4% | +1,885.6% | -226.3% | +187.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling