+8.9%
RL vs TRU
-17.6%
+26.5%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.1% | +0.4% | +0.3% |
| 7D | -2.2% | -9.4% | +7.2% | -0.5% |
| 30D | -15.3% | -4.1% | -11.2% | -14.8% |
| 3M | -10.3% | +13.6% | -23.9% | -13.5% |
| 6M | -2.2% | +3.6% | -5.8% | -4.1% |
| YTD | -4.3% | -9.8% | +5.5% | -4.3% |
| 1Y | +8.9% | -13.6% | +22.5% | +7.7% |
| All | +8.9% | -17.6% | +26.5% | +7.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling