+444.2%
V vs RL
+397.7%
+46.6%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +5.8% | -5.9% | -1.6% |
| 7D | -0.8% | +0.2% | -1.0% | -0.9% |
| 30D | +9.5% | +7.3% | +2.2% | +7.4% |
| 3M | +16.7% | +1.0% | +15.6% | +16.1% |
| 6M | +32.9% | +11.8% | +21.2% | +27.9% |
| YTD | +21.1% | +13.6% | +7.5% | +15.2% |
| 1Y | +26.6% | +24.0% | +2.6% | +17.5% |
| 3Y | +78.4% | +256.6% | -178.2% | +18.4% |
| 5Y | +105.5% | +240.2% | -134.7% | +34.3% |
| 10Y | +444.2% | +373.0% | +71.3% | +204.4% |
| All | +444.2% | +397.7% | +46.6% | +204.4% |
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