+355.9%
RL vs SM
+4.2%
+351.7%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.4% | -1.2% | +0.1% |
| 7D | +1.3% | -19.5% | +20.8% | +4.0% |
| 30D | +7.6% | -20.2% | +27.8% | +10.4% |
| 3M | -1.5% | -6.5% | +5.0% | -1.5% |
| 6M | +12.1% | +1.6% | +10.5% | +9.7% |
| YTD | +13.9% | +61.2% | -47.3% | +2.8% |
| 1Y | +20.7% | +65.4% | -44.7% | +8.2% |
| 3Y | +260.6% | -13.0% | +273.6% | +248.7% |
| 5Y | +248.9% | -4.3% | +253.1% | +223.0% |
| 10Y | +355.9% | +3.0% | +352.9% | +194.6% |
| All | +355.9% | +4.2% | +351.7% | +194.6% |
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