+240.2%
RL vs TRU
-25.5%
+265.7%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +2.4% | +3.5% | +5.0% |
| 7D | +0.2% | +4.9% | -4.6% | -1.5% |
| 30D | +7.3% | +26.9% | -19.6% | -2.2% |
| 3M | +1.0% | +4.0% | -3.0% | -1.4% |
| 6M | +11.8% | +15.8% | -4.0% | +3.6% |
| YTD | +13.6% | -2.6% | +16.2% | +11.3% |
| 1Y | +24.0% | +3.9% | +20.2% | +18.3% |
| 3Y | +256.6% | +59.2% | +197.4% | +174.7% |
| 5Y | +240.2% | -25.7% | +265.9% | +282.2% |
| All | +240.2% | -25.5% | +265.7% | +282.2% |
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