+307.3%
SPY vs RL
+397.7%
-90.3%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +5.8% | -3.5% | +0.9% |
| 7D | +0.1% | +0.2% | -0.2% | 0.0% |
| 30D | -3.3% | +7.3% | -10.7% | -5.2% |
| 3M | -2.4% | +1.0% | -3.5% | -2.9% |
| 6M | +2.6% | +11.8% | -9.2% | -1.2% |
| YTD | +11.2% | +13.6% | -2.4% | +6.2% |
| 1Y | +13.4% | +24.0% | -10.7% | +5.6% |
| 3Y | +79.9% | +256.6% | -176.7% | +23.9% |
| 5Y | +72.2% | +240.2% | -168.0% | +16.9% |
| 10Y | +307.3% | +373.0% | -65.6% | +143.7% |
| All | +307.3% | +397.7% | -90.3% | +143.7% |
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