+310.1%
RL vs SM
+12.3%
+297.7%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +3.6% | -4.8% | -1.6% |
| 7D | +1.9% | -0.2% | +2.0% | +1.9% |
| 30D | -12.2% | +31.5% | -43.7% | -15.6% |
| 3M | -6.6% | +17.3% | -24.0% | -9.4% |
| 6M | +3.2% | +48.5% | -45.4% | -4.4% |
| YTD | -1.3% | +106.3% | -107.6% | -13.3% |
| 1Y | +13.6% | +47.3% | -33.7% | +4.5% |
| 3Y | +210.9% | -1.4% | +212.3% | +197.1% |
| 5Y | +246.9% | +114.0% | +132.8% | +190.0% |
| 10Y | +310.1% | +12.5% | +297.6% | +168.3% |
| All | +310.1% | +12.3% | +297.7% | +168.3% |
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