+319.7%
RL vs TRU
+183.1%
+136.6%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.1% | -1.3% | -1.2% |
| 7D | +2.6% | 0.0% | +2.6% | +2.6% |
| 30D | +2.9% | +21.3% | -18.4% | -5.9% |
| 3M | 0.0% | +0.2% | -0.2% | -1.3% |
| 6M | +17.1% | +22.4% | -5.3% | +4.2% |
| YTD | +10.1% | -4.8% | +15.0% | +8.2% |
| 1Y | +17.3% | -0.2% | +17.5% | +12.6% |
| 3Y | +249.3% | +57.9% | +191.4% | +154.8% |
| 5Y | +240.9% | -26.1% | +267.0% | +254.1% |
| All | +319.7% | +183.1% | +136.6% | +191.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TRU.
Daily Out/Under-Performance
Portfolio return minus TRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRU 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 TRU 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