+73.3%
RUN vs RL
+337.1%
-263.8%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.2% | +2.4% | +1.9% |
| 7D | -13.5% | +2.6% | -16.1% | -14.8% |
| 30D | +18.3% | +2.9% | +15.4% | +15.5% |
| 3M | -12.5% | 0.0% | -12.5% | -13.6% |
| 6M | -40.3% | +17.1% | -57.4% | -46.4% |
| YTD | -53.1% | +10.1% | -63.2% | -56.2% |
| 1Y | -54.3% | +17.3% | -71.6% | -58.7% |
| 3Y | -6.5% | +249.3% | -255.8% | -53.3% |
| 5Y | -85.3% | +240.9% | -326.2% | -92.6% |
| All | +73.3% | +337.1% | -263.8% | -20.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RL.
Daily Out/Under-Performance
Portfolio return minus RL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RL 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 RL 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