+71.7%
SPYG vs RL
+243.0%
-171.3%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.4% | +3.1% | +2.2% |
| 7D | -1.5% | -4.4% | +2.9% | -0.1% |
| 30D | -7.2% | +5.6% | -12.8% | -8.9% |
| 3M | -4.6% | -0.6% | -4.0% | -4.7% |
| 6M | -1.2% | +15.5% | -16.7% | -6.9% |
| YTD | +9.3% | +12.3% | -3.0% | +3.2% |
| 1Y | +8.8% | +19.3% | -10.5% | +0.4% |
| 3Y | +93.3% | +255.5% | -162.2% | +15.1% |
| 5Y | +71.7% | +247.1% | -175.3% | -2.9% |
| All | +71.7% | +243.0% | -171.3% | -2.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling