+358.3%
SE vs RL
+430.6%
-72.2%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.8% | +1.5% | +1.1% |
| 7D | -1.5% | +2.4% | -3.8% | -2.4% |
| 30D | -22.3% | +4.6% | -26.9% | -23.7% |
| 3M | -41.8% | -1.1% | -40.7% | -41.6% |
| 6M | -22.4% | +16.5% | -38.9% | -28.0% |
| YTD | -41.6% | +11.4% | -53.0% | -45.2% |
| 1Y | -48.0% | +16.1% | -64.1% | -52.2% |
| 3Y | +63.9% | +252.6% | -188.8% | -9.3% |
| 5Y | -78.2% | +244.9% | -323.0% | -87.8% |
| All | +358.3% | +430.6% | -72.2% | +173.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling