+244.0%
RL vs SM
+107.8%
+136.2%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -2.5% | +4.5% | +2.4% |
| 7D | -0.8% | +0.1% | -0.9% | -0.9% |
| 30D | -7.8% | +26.3% | -34.1% | -11.5% |
| 3M | -4.0% | +8.7% | -12.7% | -6.2% |
| 6M | -1.9% | +51.7% | -53.6% | -12.2% |
| YTD | -0.2% | +99.0% | -99.2% | -16.6% |
| 1Y | +10.7% | +34.6% | -23.9% | +0.7% |
| 3Y | +210.8% | -7.8% | +218.5% | +194.5% |
| All | +244.0% | +107.8% | +136.2% | +165.5% |
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