+298.4%
SAN vs RL
+239.2%
+59.2%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.2% | +1.8% | +1.1% |
| 7D | +4.0% | +2.6% | +1.4% | +3.0% |
| 30D | -7.8% | +2.9% | -10.8% | -8.9% |
| 3M | -16.4% | 0.0% | -16.4% | -16.6% |
| 6M | +3.5% | +17.1% | -13.6% | -3.4% |
| YTD | +6.7% | +10.1% | -3.4% | +1.7% |
| 1Y | +14.5% | +17.3% | -2.8% | +6.4% |
| 3Y | +243.5% | +249.3% | -5.8% | +94.7% |
| All | +298.4% | +239.2% | +59.2% | +125.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling