+11.2%
SPYG vs RL
+34.3%
-23.1%
-13.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +4.5% | -3.2% | +0.4% |
| 7D | -2.8% | +5.8% | -8.5% | -3.8% |
| 30D | -6.2% | +12.7% | -18.9% | -8.3% |
| 3M | -3.6% | +9.3% | -12.9% | -5.3% |
| 6M | +4.8% | +16.9% | -12.2% | +1.3% |
| YTD | +11.0% | +17.5% | -6.5% | +5.8% |
| 1Y | +11.2% | +34.6% | -23.4% | +0.9% |
| All | +11.2% | +34.3% | -23.1% | +0.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling