+304.8%
SPY vs RL
+369.1%
-64.3%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.3% | -0.6% | -0.4% |
| 7D | -0.6% | +1.3% | -1.9% | -1.0% |
| 30D | -3.7% | +7.6% | -11.3% | -5.6% |
| 3M | -2.7% | -1.5% | -1.2% | -2.6% |
| 6M | +2.2% | +12.1% | -9.9% | -1.6% |
| YTD | +10.8% | +13.9% | -3.1% | +5.7% |
| 1Y | +11.2% | +20.7% | -9.4% | +4.4% |
| 3Y | +76.5% | +260.6% | -184.1% | +21.2% |
| 5Y | +72.9% | +248.9% | -175.9% | +16.7% |
| 10Y | +304.8% | +355.9% | -51.1% | +143.1% |
| All | +304.8% | +369.1% | -64.3% | +143.1% |
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 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