+5,364.8%
SPGI vs RL
+1,366.2%
+3,998.7%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +2.0% | -3.6% | -2.1% |
| 7D | +0.1% | -0.8% | +0.9% | +0.3% |
| 30D | +8.4% | -7.8% | +16.2% | +10.5% |
| 3M | +11.8% | -4.0% | +15.8% | +12.6% |
| 6M | +5.7% | -1.9% | +7.6% | +5.0% |
| YTD | -9.7% | -0.2% | -9.5% | -10.8% |
| 1Y | -12.5% | +10.7% | -23.1% | -16.2% |
| 3Y | +21.8% | +210.8% | -188.9% | -13.8% |
| 5Y | +8.2% | +238.2% | -230.1% | -27.2% |
| 10Y | +309.5% | +313.4% | -3.9% | +138.5% |
| All | +5,364.8% | +1,366.2% | +3,998.7% | +2,050.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling