+3,519.6%
SITM vs RL
+304.7%
+3,214.9%
-78.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.8% | +0.4% | 0.0% |
| 7D | +32.5% | +2.4% | +30.2% | +30.7% |
| 30D | -18.8% | +4.6% | -23.4% | -21.1% |
| 3M | -30.9% | -1.1% | -29.7% | -30.8% |
| 6M | -44.5% | +16.5% | -61.0% | -49.8% |
| YTD | +33.2% | +11.4% | +21.8% | +22.0% |
| 1Y | +53.8% | +16.1% | +37.8% | +37.3% |
| 3Y | +335.7% | +252.6% | +83.1% | +116.6% |
| 5Y | +84.6% | +244.9% | -160.2% | -8.5% |
| All | +3,519.6% | +304.7% | +3,214.9% | +2,076.1% |
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