+165.5%
SITM vs RL
+13.6%
+152.0%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +2.0% | +4.5% | +5.7% |
| 7D | +9.7% | -0.8% | +10.5% | +10.1% |
| 30D | +12.7% | -7.8% | +20.5% | +16.6% |
| 3M | -13.4% | -4.0% | -9.4% | -11.7% |
| 6M | +59.6% | -1.9% | +61.5% | +56.6% |
| YTD | +73.3% | -0.2% | +73.5% | +68.4% |
| 1Y | +165.5% | +10.7% | +154.9% | +139.0% |
| All | +165.5% | +13.6% | +152.0% | +139.0% |
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