-13.6%
SKDD vs RL
+9.3%
-22.9%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.4% | +4.5% | +5.9% | +6.2% |
| 7D | +28.7% | +5.8% | +22.9% | +21.8% |
| 30D | +54.1% | +12.7% | +41.3% | +36.2% |
| 3M | -22.7% | +9.3% | -32.1% | -22.8% |
| All | -13.6% | +9.3% | -22.9% | -16.9% |
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 · Available span rolling