+429.9%
SITM vs RL
+211.8%
+218.0%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.1% | -1.0% | -1.3% |
| 7D | +8.4% | +1.9% | +6.5% | +6.9% |
| 30D | -17.4% | -12.2% | -5.2% | -9.3% |
| 3M | -9.8% | -6.6% | -3.2% | -5.7% |
| 6M | +83.0% | +3.2% | +79.8% | +73.2% |
| YTD | +69.6% | -1.3% | +70.9% | +64.3% |
| 1Y | +144.9% | +13.6% | +131.3% | +107.9% |
| 3Y | +429.9% | +210.9% | +219.0% | +91.8% |
| All | +429.9% | +211.8% | +218.0% | +91.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling