-78.0%
SE vs RL
+226.8%
-304.8%
-89.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.4% | +1.5% | +1.0% |
| 7D | +2.0% | -4.2% | +6.2% | +4.7% |
| 30D | -20.0% | +4.3% | -24.3% | -22.0% |
| 3M | -31.8% | -4.6% | -27.2% | -30.1% |
| 6M | -15.9% | +1.7% | -17.6% | -18.8% |
| YTD | -40.6% | +7.3% | -48.0% | -45.6% |
| 1Y | -50.7% | +20.8% | -71.5% | -58.6% |
| 3Y | +70.3% | +247.0% | -176.7% | -48.0% |
| All | -78.0% | +226.8% | -304.8% | -93.7% |
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 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