+16.1%
RL vs SM
+78.0%
-61.9%
-19.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +5.2% | -6.0% | +0.4% |
| 7D | +2.4% | +10.6% | -8.2% | +4.9% |
| 30D | +4.6% | -15.0% | +19.5% | +1.2% |
| 3M | -1.1% | +1.7% | -2.8% | +0.5% |
| 6M | +16.5% | +5.9% | +10.7% | +20.6% |
| YTD | +11.4% | +79.0% | -67.6% | +15.7% |
| 1Y | +16.1% | +84.7% | -68.6% | +20.2% |
| All | +16.1% | +78.0% | -61.9% | +20.2% |
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