+5,664.1%
SPGI vs RL
+1,476.5%
+4,187.6%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.4% | +0.4% | -0.6% |
| 7D | +0.3% | -4.2% | +4.4% | +1.3% |
| 30D | +18.4% | +4.3% | +14.1% | +17.1% |
| 3M | +15.7% | -4.6% | +20.3% | +16.9% |
| 6M | +17.3% | +1.7% | +15.6% | +15.7% |
| YTD | -4.7% | +7.3% | -12.1% | -7.8% |
| 1Y | +1.8% | +20.8% | -19.0% | -4.6% |
| 3Y | +31.7% | +247.0% | -215.3% | -9.5% |
| 5Y | +12.1% | +225.5% | -213.4% | -23.5% |
| 10Y | +341.9% | +363.0% | -21.1% | +149.6% |
| All | +5,664.1% | +1,476.5% | +4,187.6% | +2,123.3% |
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