+589.4%
SE vs RL
+375.4%
+213.9%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.0% | -2.9% | -1.7% |
| 7D | -6.1% | -0.8% | -5.3% | -5.8% |
| 30D | -2.5% | -7.8% | +5.3% | +0.5% |
| 3M | +21.7% | -4.0% | +25.7% | +22.8% |
| 6M | +27.0% | -1.9% | +28.9% | +26.1% |
| YTD | -12.1% | -0.2% | -12.0% | -13.8% |
| 1Y | -40.9% | +10.7% | -51.6% | -44.7% |
| 3Y | +191.0% | +210.8% | -19.8% | +69.6% |
| 5Y | -68.3% | +238.2% | -306.5% | -81.9% |
| All | +589.4% | +375.4% | +213.9% | +330.6% |
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 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