+3,319.5%
SITM vs RL
+300.0%
+3,019.5%
-78.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -1.2% | -4.4% | -4.9% |
| 7D | +6.6% | +2.6% | +4.0% | +5.2% |
| 30D | -15.3% | +2.9% | -18.3% | -17.0% |
| 3M | -35.4% | 0.0% | -35.4% | -35.7% |
| 6M | -46.8% | +17.1% | -63.9% | -52.0% |
| YTD | +25.9% | +10.1% | +15.7% | +16.1% |
| 1Y | +54.0% | +17.3% | +36.7% | +36.6% |
| 3Y | +315.6% | +249.3% | +66.2% | +107.8% |
| 5Y | +74.4% | +240.9% | -166.5% | -12.9% |
| All | +3,319.5% | +300.0% | +3,019.5% | +1,970.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling