+357.3%
RL vs SM
+8.2%
+349.1%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.0% | -2.3% | -1.5% |
| 7D | -4.2% | -25.9% | +21.8% | -0.5% |
| 30D | +4.3% | -15.1% | +19.4% | +6.1% |
| 3M | -4.6% | +4.9% | -9.5% | -6.0% |
| 6M | +1.7% | +6.1% | -4.4% | -1.0% |
| YTD | +7.3% | +63.4% | -56.1% | -3.3% |
| 1Y | +20.8% | +72.5% | -51.7% | +7.7% |
| 3Y | +247.0% | -16.9% | +263.9% | +237.6% |
| 5Y | +225.5% | -10.6% | +236.1% | +204.0% |
| All | +357.3% | +8.2% | +349.1% | +198.6% |
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