+240.6%
RL vs SM
+5.5%
+235.1%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.1% | -1.0% | -1.1% |
| 7D | +2.6% | +9.4% | -6.8% | +1.2% |
| 30D | +2.9% | -14.4% | +17.3% | +4.8% |
| 3M | 0.0% | +1.6% | -1.5% | -1.4% |
| 6M | +17.1% | +6.3% | +10.8% | +13.1% |
| YTD | +10.1% | +78.8% | -68.7% | -7.5% |
| 1Y | +17.3% | +83.1% | -65.8% | -2.3% |
| 3Y | +249.3% | -5.9% | +255.2% | +225.5% |
| All | +240.6% | +5.5% | +235.1% | +201.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling