+20.7%
RL vs SM
+64.7%
-44.1%
-19.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.4% | -1.2% | +0.6% |
| 7D | +1.3% | -19.5% | +20.8% | -3.4% |
| 30D | +7.6% | -20.2% | +27.8% | +2.6% |
| 3M | -1.5% | -6.5% | +5.0% | -1.9% |
| 6M | +12.1% | +1.6% | +10.5% | +14.9% |
| YTD | +13.9% | +61.2% | -47.3% | +16.9% |
| 1Y | +20.7% | +65.4% | -44.7% | +23.2% |
| All | +20.7% | +64.7% | -44.1% | +23.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling