+219.7%
RL vs TRU
+238.0%
-18.3%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -5.9% | +8.0% | +4.6% |
| 7D | -0.8% | -6.8% | +6.0% | +2.1% |
| 30D | -7.8% | 0.0% | -7.8% | -8.1% |
| 3M | -4.0% | +13.3% | -17.3% | -10.4% |
| 6M | -1.9% | +3.4% | -5.3% | -5.1% |
| YTD | -0.2% | -6.4% | +6.2% | -0.3% |
| 1Y | +10.7% | -9.7% | +20.4% | +11.3% |
| 3Y | +210.8% | +0.1% | +210.6% | +182.3% |
| 5Y | +238.2% | -34.0% | +272.3% | +271.4% |
| 10Y | +313.4% | +147.9% | +165.5% | +175.2% |
| All | +219.7% | +238.0% | -18.3% | +96.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling