+1,507.8%
RL vs SM
+328.8%
+1,179.0%
-68.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.0% | -2.3% | -1.5% |
| 7D | -4.2% | -25.9% | +21.8% | -0.3% |
| 30D | +4.3% | -15.1% | +19.4% | +6.3% |
| 3M | -4.6% | +4.9% | -9.5% | -6.1% |
| 6M | +1.7% | +6.1% | -4.4% | -1.1% |
| YTD | +7.3% | +63.4% | -56.1% | -3.6% |
| 1Y | +20.8% | +72.5% | -51.7% | +7.4% |
| 3Y | +247.0% | -16.9% | +263.9% | +237.7% |
| 5Y | +225.5% | -10.6% | +236.1% | +202.8% |
| 10Y | +363.0% | +11.3% | +351.7% | +209.0% |
| All | +1,507.8% | +328.8% | +1,179.0% | +722.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling