-63.7%
XYZ vs RL
+239.2%
-302.9%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -1.2% | +4.0% | +3.6% |
| 7D | -1.1% | +2.6% | -3.6% | -2.8% |
| 30D | +11.5% | +2.9% | +8.6% | +9.4% |
| 3M | +1.8% | 0.0% | +1.8% | +1.6% |
| 6M | +21.2% | +17.1% | +4.1% | +5.2% |
| YTD | +29.9% | +10.1% | +19.8% | +15.6% |
| 1Y | +35.8% | +17.3% | +18.4% | +14.5% |
| 3Y | +62.6% | +249.3% | -186.7% | -53.2% |
| All | -63.7% | +239.2% | -302.9% | -90.2% |
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