+455.4%
V vs RL
+353.4%
+102.0%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.3% | +0.1% | +0.3% |
| 7D | +0.8% | +1.3% | -0.5% | +0.4% |
| 30D | +9.9% | +7.6% | +2.3% | +7.8% |
| 3M | +17.5% | -1.5% | +19.0% | +17.7% |
| 6M | +33.5% | +12.1% | +21.4% | +28.3% |
| YTD | +21.6% | +13.9% | +7.6% | +15.6% |
| 1Y | +27.6% | +20.7% | +6.9% | +19.3% |
| 3Y | +76.4% | +260.6% | -184.2% | +16.6% |
| 5Y | +103.8% | +248.9% | -145.0% | +32.1% |
| All | +455.4% | +353.4% | +102.0% | +210.4% |
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