+54.5%
SITM vs RL
+18.2%
+36.3%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -1.4% | +7.7% | +6.9% |
| 7D | +17.2% | -4.4% | +21.6% | +19.4% |
| 30D | -17.1% | +5.6% | -22.7% | -18.8% |
| 3M | -29.2% | -0.6% | -28.5% | -29.1% |
| 6M | -47.6% | +15.5% | -63.0% | -49.9% |
| YTD | +33.8% | +12.3% | +21.5% | +23.5% |
| All | +54.5% | +18.2% | +36.3% | +38.8% |
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