+16.0%
SPGI vs RL
+243.0%
-227.0%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.4% | +1.8% | +0.7% |
| 7D | -1.4% | -4.4% | +3.0% | -0.5% |
| 30D | +15.3% | +5.6% | +9.7% | +13.8% |
| 3M | +16.5% | -0.6% | +17.2% | +16.4% |
| 6M | +19.8% | +15.5% | +4.4% | +15.2% |
| YTD | -3.2% | +12.3% | -15.6% | -6.9% |
| 1Y | +1.8% | +19.3% | -17.5% | -3.6% |
| 3Y | +30.6% | +255.5% | -225.0% | -11.0% |
| 5Y | +16.0% | +247.1% | -231.0% | -24.6% |
| All | +16.0% | +243.0% | -227.0% | -24.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling