+304.8%
RL vs TRU
+146.7%
+158.1%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.8% | -2.6% | -3.0% |
| 7D | -0.3% | -6.5% | +6.2% | +2.5% |
| 30D | -17.5% | -2.5% | -15.0% | -16.9% |
| 3M | -14.0% | +10.4% | -24.4% | -18.9% |
| 6M | -2.0% | +1.6% | -3.6% | -4.6% |
| YTD | -4.6% | -9.7% | +5.1% | -3.2% |
| 1Y | +9.5% | -17.3% | +26.8% | +14.8% |
| 3Y | +200.5% | -1.8% | +202.3% | +174.4% |
| 5Y | +226.3% | -36.2% | +262.5% | +267.6% |
| 10Y | +304.8% | +143.2% | +161.6% | +215.8% |
| All | +304.8% | +146.7% | +158.1% | +215.8% |
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