+44.4%
SITM vs RL
+34.3%
+10.0%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.4% | +4.5% | -13.8% | -10.7% |
| 7D | -19.5% | +5.8% | -25.3% | -21.1% |
| 30D | -43.2% | +12.7% | -55.9% | -45.6% |
| 3M | -30.8% | +9.3% | -40.2% | -33.1% |
| 6M | -28.6% | +16.9% | -45.5% | -33.2% |
| YTD | +14.2% | +17.5% | -3.3% | +5.3% |
| 1Y | +44.4% | +34.6% | +9.7% | +29.5% |
| All | +44.4% | +34.3% | +10.0% | +29.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling