+638.0%
XYZ vs RL
+397.7%
+240.3%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +5.8% | -2.2% | +0.7% |
| 7D | +14.9% | +0.2% | +14.6% | +14.9% |
| 30D | +14.7% | +7.3% | +7.3% | +10.9% |
| 3M | +12.1% | +1.0% | +11.1% | +11.3% |
| 6M | +18.3% | +11.8% | +6.5% | +10.0% |
| YTD | +36.1% | +13.6% | +22.4% | +24.2% |
| 1Y | +35.3% | +24.0% | +11.3% | +17.8% |
| 3Y | +73.5% | +256.6% | -183.1% | -15.7% |
| 5Y | -61.6% | +240.2% | -301.8% | -80.9% |
| 10Y | +638.0% | +373.0% | +265.0% | +218.3% |
| All | +638.0% | +397.7% | +240.3% | +218.3% |
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