+60.7%
SE vs RL
+257.6%
-196.8%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -1.4% | -2.3% | -3.2% |
| 7D | -7.7% | -4.4% | -3.4% | -6.4% |
| 30D | -22.8% | +5.6% | -28.4% | -24.0% |
| 3M | -43.7% | -0.6% | -43.1% | -43.6% |
| 6M | -12.8% | +15.5% | -28.3% | -17.5% |
| YTD | -42.0% | +12.3% | -54.3% | -44.9% |
| 1Y | -48.0% | +19.3% | -67.3% | -51.7% |
| All | +60.7% | +257.6% | -196.8% | +71.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling