+1,395.2%
RL vs SM
+422.3%
+973.0%
-68.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -11.0% |
| 3M | -4.0% | +8.7% | -12.7% | -6.0% |
| 6M | -1.9% | +51.7% | -53.6% | -9.8% |
| YTD | -0.2% | +99.0% | -99.2% | -12.3% |
| 1Y | +10.7% | +34.6% | -23.9% | +2.8% |
| 3Y | +210.8% | -7.8% | +218.5% | +199.5% |
| 5Y | +238.2% | +104.8% | +133.5% | +180.2% |
| 10Y | +313.4% | +7.2% | +306.1% | +178.6% |
| All | +1,395.2% | +422.3% | +973.0% | +648.6% |
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