+169.2%
SITM vs RL
+241.4%
-72.3%
-78.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.1% | -1.0% | -1.2% |
| 7D | +8.4% | +1.9% | +6.5% | +6.8% |
| 30D | -17.4% | -12.2% | -5.2% | -8.7% |
| 3M | -9.8% | -6.6% | -3.2% | -5.4% |
| 6M | +83.0% | +3.2% | +79.8% | +72.9% |
| YTD | +69.6% | -1.3% | +70.9% | +64.2% |
| 1Y | +144.9% | +13.6% | +131.3% | +108.1% |
| 3Y | +429.9% | +210.9% | +219.0% | +82.9% |
| 5Y | +169.2% | +246.9% | -77.7% | -10.7% |
| All | +169.2% | +241.4% | -72.3% | -10.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling