+346.0%
RL vs TRU
+186.2%
+159.8%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.1% | -1.3% | -1.4% |
| 7D | -4.4% | 0.0% | -4.3% | -4.4% |
| 30D | +5.6% | +24.3% | -18.7% | -4.6% |
| 3M | -0.6% | +2.3% | -2.9% | -2.8% |
| 6M | +15.5% | +17.7% | -2.2% | +4.6% |
| YTD | +12.3% | -3.8% | +16.1% | +9.9% |
| 1Y | +19.3% | -0.3% | +19.6% | +14.7% |
| 3Y | +255.5% | +58.4% | +197.1% | +159.0% |
| 5Y | +247.1% | -24.0% | +271.1% | +255.3% |
| 10Y | +346.0% | +187.9% | +158.1% | +206.0% |
| All | +346.0% | +186.2% | +159.8% | +206.0% |
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