+145.8%
SITM vs RL
+8.8%
+137.0%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +0.7% | +4.8% | +5.2% |
| 7D | +3.9% | -3.4% | +7.3% | +5.4% |
| 30D | -6.6% | -14.4% | +7.9% | -0.3% |
| 3M | -11.9% | -13.6% | +1.7% | -6.4% |
| 6M | +81.1% | +0.6% | +80.6% | +76.4% |
| YTD | +80.0% | -3.6% | +83.6% | +77.2% |
| 1Y | +145.8% | +8.3% | +137.5% | +119.1% |
| All | +145.8% | +8.8% | +137.0% | +119.1% |
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 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