+324.6%
RL vs SM
+18.2%
+306.4%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +5.2% | -6.0% | -1.5% |
| 7D | +2.4% | +10.6% | -8.2% | +0.9% |
| 30D | +4.6% | -15.0% | +19.5% | +6.3% |
| 3M | -1.1% | +1.7% | -2.8% | -2.2% |
| 6M | +16.5% | +5.9% | +10.7% | +13.5% |
| YTD | +11.4% | +79.0% | -67.6% | -0.9% |
| 1Y | +16.1% | +84.7% | -68.6% | +2.6% |
| 3Y | +252.6% | -3.5% | +256.1% | +236.1% |
| 5Y | +244.9% | +4.9% | +239.9% | +215.3% |
| All | +324.6% | +18.2% | +306.4% | +169.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 SM 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