+599.6%
XYZ vs RL
+313.2%
+286.4%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.0% | -2.8% | -1.7% |
| 7D | -1.0% | -0.8% | -0.2% | -0.6% |
| 30D | -1.7% | -7.8% | +6.1% | +1.8% |
| 3M | +16.7% | -4.0% | +20.7% | +18.1% |
| 6M | +26.9% | -1.9% | +28.7% | +25.2% |
| YTD | +27.1% | -0.2% | +27.3% | +23.7% |
| 1Y | +9.3% | +10.7% | -1.4% | +0.4% |
| 3Y | +42.3% | +210.8% | -168.5% | -25.8% |
| 5Y | -69.3% | +238.2% | -307.6% | -84.4% |
| All | +599.6% | +313.2% | +286.4% | +226.8% |
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