-14.8%
SKHY vs RL
+6.5%
-21.4%
-34.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | +4.5% | -9.6% | -3.3% |
| 7D | -13.1% | +5.8% | -18.9% | -10.9% |
| 30D | -26.6% | +12.7% | -39.4% | -22.6% |
| 3M | -7.3% | +9.3% | -16.7% | -6.0% |
| All | -14.8% | +6.5% | -21.4% | -14.6% |
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