-61.6%
XYZ vs RL
+240.9%
-302.6%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +5.8% | -2.2% | -0.4% |
| 7D | +14.9% | +0.2% | +14.6% | +14.8% |
| 30D | +14.7% | +7.3% | +7.3% | +9.3% |
| 3M | +12.1% | +1.0% | +11.1% | +10.9% |
| 6M | +18.3% | +11.8% | +6.5% | +6.4% |
| YTD | +36.1% | +13.6% | +22.4% | +18.6% |
| 1Y | +35.3% | +24.0% | +11.3% | +9.7% |
| 3Y | +73.5% | +256.6% | -183.1% | -50.6% |
| 5Y | -61.6% | +240.2% | -301.8% | -89.7% |
| All | -61.6% | +240.9% | -302.6% | -89.7% |
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