+4,437.5%
SITM vs RL
+246.5%
+4,190.9%
-78.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -3.3% | +1.8% | +0.4% |
| 7D | +3.7% | -0.3% | +4.0% | +3.9% |
| 30D | -14.5% | -17.5% | +3.0% | -4.8% |
| 3M | -10.6% | -14.0% | +3.4% | -2.8% |
| 6M | +65.5% | -2.0% | +67.5% | +64.8% |
| YTD | +67.0% | -4.6% | +71.6% | +67.8% |
| 1Y | +138.6% | +9.5% | +129.1% | +120.6% |
| 3Y | +421.8% | +200.5% | +221.4% | +185.6% |
| 5Y | +172.4% | +226.3% | -53.8% | +44.3% |
| All | +4,437.5% | +246.5% | +4,190.9% | +2,892.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling