+422.1%
SPYG vs RL
+297.6%
+124.5%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.3% | +3.0% | +0.5% |
| 7D | +0.3% | -0.3% | +0.6% | +0.4% |
| 30D | -1.7% | -17.5% | +15.8% | +3.3% |
| 3M | +3.6% | -14.0% | +17.6% | +7.5% |
| 6M | +16.6% | -2.0% | +18.6% | +16.1% |
| YTD | +13.4% | -4.6% | +18.0% | +13.5% |
| 1Y | +19.6% | +9.5% | +10.1% | +15.0% |
| 3Y | +99.8% | +200.5% | -100.7% | +44.6% |
| 5Y | +85.0% | +226.3% | -141.3% | +28.1% |
| 10Y | +422.1% | +304.8% | +117.3% | +232.9% |
| All | +422.1% | +297.6% | +124.5% | +232.9% |
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 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