+100.5%
SPYG vs RL
+211.8%
-111.3%
-22.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.1% | +0.6% | -0.2% |
| 7D | +1.2% | +1.9% | -0.7% | +0.7% |
| 30D | -1.6% | -12.2% | +10.7% | +2.0% |
| 3M | +3.4% | -6.6% | +10.0% | +4.9% |
| 6M | +18.9% | +3.2% | +15.7% | +16.5% |
| YTD | +13.8% | -1.3% | +15.1% | +12.6% |
| 1Y | +20.6% | +13.6% | +7.0% | +13.9% |
| 3Y | +100.5% | +210.9% | -110.4% | +49.1% |
| All | +100.5% | +211.8% | -111.3% | +49.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling