-78.2%
SE vs RL
+243.2%
-321.3%
-89.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.8% | +1.5% | +1.2% |
| 7D | -1.5% | +2.4% | -3.8% | -2.9% |
| 30D | -22.3% | +4.6% | -26.9% | -24.5% |
| 3M | -41.8% | -1.1% | -40.7% | -41.6% |
| 6M | -22.4% | +16.5% | -38.9% | -31.3% |
| YTD | -41.6% | +11.4% | -53.0% | -47.7% |
| 1Y | -48.0% | +16.1% | -64.1% | -55.0% |
| 3Y | +63.9% | +252.6% | -188.8% | -50.0% |
| 5Y | -78.2% | +244.9% | -323.0% | -93.9% |
| All | -78.2% | +243.2% | -321.3% | -93.9% |
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