+57.8%
SAN vs RL
+13.6%
+44.2%
-20.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.0% | -2.8% | -1.6% |
| 7D | +1.8% | -0.8% | +2.6% | +2.1% |
| 30D | +2.0% | -7.8% | +9.7% | +5.2% |
| 3M | +19.7% | -4.0% | +23.7% | +21.4% |
| 6M | +30.6% | -1.9% | +32.5% | +30.4% |
| YTD | +28.8% | -0.2% | +29.0% | +27.7% |
| 1Y | +57.8% | +10.7% | +47.1% | +49.8% |
| All | +57.8% | +13.6% | +44.2% | +49.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RL.
Daily Out/Under-Performance
Portfolio return minus RL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RL 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 RL 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