+2,505.6%
RL vs SBAC
+2,207.9%
+297.7%
-68.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.9% | +0.5% | -1.1% |
| 7D | -4.2% | +1.2% | -5.4% | -4.3% |
| 30D | +4.3% | +11.2% | -6.9% | +2.9% |
| 3M | -4.6% | +4.5% | -9.0% | -5.2% |
| 6M | +1.7% | -12.2% | +13.9% | +3.0% |
| YTD | +7.3% | -0.1% | +7.5% | +6.6% |
| 1Y | +20.8% | -0.3% | +21.0% | +20.0% |
| 3Y | +247.0% | -8.7% | +255.7% | +245.4% |
| 5Y | +225.5% | -40.2% | +265.6% | +239.4% |
| 10Y | +363.0% | +97.3% | +265.7% | +314.4% |
| All | +2,505.6% | +2,207.9% | +297.7% | +1,760.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SBAC.
Daily Out/Under-Performance
Portfolio return minus SBAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SBAC 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 all: compounded portfolio wealth divided by compounded SBAC 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…
all analysis · Full analysis span regression · 6 months rolling