+246.9%
RL vs TRU
-35.2%
+282.1%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.8% | +1.7% | -0.1% |
| 7D | +1.9% | -7.2% | +9.1% | +4.6% |
| 30D | -12.2% | -2.8% | -9.4% | -11.5% |
| 3M | -6.6% | +13.0% | -19.7% | -12.1% |
| 6M | +3.2% | +0.7% | +2.5% | +1.2% |
| YTD | -1.3% | -9.0% | +7.7% | -0.1% |
| 1Y | +13.6% | -16.3% | +29.9% | +18.2% |
| 3Y | +210.9% | -1.1% | +211.9% | +193.1% |
| 5Y | +246.9% | -36.0% | +282.9% | +329.5% |
| All | +246.9% | -35.2% | +282.1% | +329.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling