+365.7%
SE vs RL
+411.2%
-45.5%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.4% | +1.5% | +0.7% |
| 7D | +2.0% | -4.2% | +6.2% | +3.8% |
| 30D | -20.0% | +4.3% | -24.3% | -21.3% |
| 3M | -31.8% | -4.6% | -27.2% | -30.6% |
| 6M | -15.9% | +1.7% | -17.6% | -17.5% |
| YTD | -40.6% | +7.3% | -48.0% | -43.5% |
| 1Y | -50.7% | +20.8% | -71.5% | -55.4% |
| 3Y | +70.3% | +247.0% | -176.7% | -5.2% |
| 5Y | -78.8% | +225.5% | -304.3% | -88.0% |
| All | +365.7% | +411.2% | -45.5% | +182.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling